+3,509.0%
STRL vs URA
-31.1%
+3,540.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +5.4% |
| 7D | +3.4% | +1.1% | +2.3% | +2.9% |
| 30D | -9.2% | +7.4% | -16.6% | -12.4% |
| 3M | -51.0% | -8.4% | -42.7% | -48.7% |
| 6M | +15.8% | -12.7% | +28.5% | +24.4% |
| YTD | +58.9% | +7.8% | +51.1% | +54.3% |
| 1Y | +68.5% | +19.5% | +49.1% | +56.7% |
| 3Y | +485.2% | +116.4% | +368.8% | +322.5% |
| 5Y | +2,005.1% | +134.3% | +1,870.8% | +1,276.7% |
| 10Y | +7,118.0% | +359.3% | +6,758.7% | +3,195.3% |
| All | +3,509.0% | -31.1% | +3,540.1% | +2,939.6% |
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