+239.2%
STRL vs URI
+138.8%
+100.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +2.7% |
| 7D | -26.9% | -9.8% | -17.1% | -20.6% |
| 30D | -52.7% | +1.7% | -54.4% | -52.7% |
| 3M | -52.8% | -9.1% | -43.8% | -49.1% |
| 6M | -71.5% | +9.9% | -81.3% | -72.6% |
| YTD | -17.4% | +31.2% | -48.7% | -32.1% |
| 1Y | -35.0% | +25.9% | -60.9% | -44.6% |
| 3Y | +239.2% | +147.4% | +91.8% | +110.3% |
| All | +239.2% | +138.8% | +100.5% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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