-10.5%
STRL vs URA
-29.3%
+18.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -1.7% |
| 7D | +15.7% | -1.5% | +17.2% | +17.6% |
| 30D | -35.5% | -10.4% | -25.1% | -28.3% |
| 3M | -47.1% | -29.6% | -17.5% | -29.4% |
| 6M | -65.8% | -40.3% | -25.5% | -49.0% |
| YTD | -4.5% | -25.5% | +21.0% | +13.7% |
| 1Y | -10.5% | -26.4% | +15.9% | +7.2% |
| All | -10.5% | -29.3% | +18.8% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling