+504.0%
STRL vs URA
+114.7%
+389.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +5.2% |
| 7D | +3.4% | +1.1% | +2.3% | +2.6% |
| 30D | -9.2% | +7.4% | -16.6% | -14.0% |
| 3M | -51.0% | -8.4% | -42.7% | -47.9% |
| 6M | +15.8% | -12.7% | +28.5% | +26.7% |
| YTD | +58.9% | +7.8% | +51.1% | +48.6% |
| 1Y | +68.5% | +19.5% | +49.1% | +46.3% |
| All | +504.0% | +114.7% | +389.3% | +289.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling