+227.8%
STRL vs URI
+136.1%
+91.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -7.1% | -6.7% | -8.9% |
| 7D | -34.6% | -12.9% | -21.7% | -27.2% |
| 30D | -56.7% | -3.4% | -53.2% | -55.1% |
| 3M | -54.4% | -10.0% | -44.4% | -50.4% |
| 6M | -69.7% | +12.2% | -81.9% | -71.2% |
| YTD | -20.2% | +29.8% | -50.0% | -33.9% |
| 1Y | -40.6% | +24.6% | -65.2% | -49.0% |
| All | +227.8% | +136.1% | +91.7% | +104.8% |
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