+92.6%
UAL vs STRL
+3,580.1%
-3,487.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.4% | +0.9% |
| 7D | +8.2% | -26.9% | +35.1% | +17.2% |
| 30D | +2.3% | -52.7% | +55.0% | +27.8% |
| 3M | -12.7% | -52.8% | +40.2% | +8.2% |
| 6M | +12.7% | -71.5% | +84.2% | +59.2% |
| YTD | +0.8% | -17.4% | +18.3% | -10.2% |
| 1Y | +17.8% | -35.0% | +52.7% | +13.6% |
| 3Y | +206.7% | +239.2% | -32.5% | +37.8% |
| 5Y | +113.9% | +830.2% | -716.3% | -40.4% |
| All | +92.6% | +3,580.1% | -3,487.4% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling