+915.3%
STRL vs URA
+32.3%
+883.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.5% | +12.0% | +13.1% |
| 7D | -19.8% | +0.3% | -20.1% | -19.4% |
| 30D | -43.6% | -14.8% | -28.8% | -37.4% |
| 3M | -45.2% | -25.3% | -19.9% | -34.8% |
| 6M | -65.7% | -39.9% | -25.8% | -54.0% |
| YTD | -5.4% | -22.4% | +17.0% | +10.9% |
| 1Y | -24.7% | -29.0% | +4.3% | -7.3% |
| 3Y | +335.0% | +41.0% | +294.1% | +291.7% |
| 5Y | +915.3% | +38.3% | +877.0% | +756.8% |
| All | +915.3% | +32.3% | +883.0% | +756.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling