+937.9%
STRL vs URI
+203.0%
+734.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.2% |
| 7D | +15.7% | +6.7% | +8.9% | +11.3% |
| 30D | -35.5% | +8.9% | -44.3% | -38.1% |
| 3M | -47.1% | +0.5% | -47.7% | -46.6% |
| 6M | -65.8% | +20.7% | -86.4% | -68.9% |
| YTD | -4.5% | +40.0% | -44.6% | -23.4% |
| 1Y | -10.5% | +34.4% | -44.9% | -26.0% |
| 3Y | +340.6% | +149.5% | +191.1% | +153.3% |
| All | +937.9% | +203.0% | +734.9% | +416.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling