+1,712.6%
STRL vs URA
-53.7%
+1,766.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -5.3% | -8.6% | -11.3% |
| 7D | -34.6% | -13.3% | -21.3% | -29.5% |
| 30D | -56.7% | -25.9% | -30.8% | -49.4% |
| 3M | -54.4% | -27.8% | -26.6% | -46.3% |
| 6M | -69.7% | -42.8% | -26.8% | -59.9% |
| YTD | -20.2% | -27.5% | +7.3% | -5.4% |
| 1Y | -40.6% | -35.1% | -5.4% | -25.6% |
| 3Y | +221.7% | +31.1% | +190.6% | +196.3% |
| 5Y | +799.0% | +29.8% | +769.2% | +690.6% |
| 10Y | +3,451.5% | +265.1% | +3,186.3% | +1,759.3% |
| All | +1,712.6% | -53.7% | +1,766.3% | +1,762.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling