+100.2%
UAL vs STRL
+4,310.8%
-4,210.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +15.0% | -8.2% | +1.9% |
| 7D | +10.2% | -13.3% | +23.5% | +12.9% |
| 30D | +12.0% | -43.3% | +55.4% | +31.7% |
| 3M | -7.1% | -46.9% | +39.8% | +10.7% |
| 6M | +20.9% | -65.6% | +86.5% | +60.6% |
| YTD | +7.7% | -5.1% | +12.7% | -8.5% |
| 1Y | +23.6% | -23.1% | +46.6% | +12.5% |
| 3Y | +222.6% | +346.8% | -124.3% | +31.5% |
| 5Y | +127.9% | +907.2% | -779.2% | -38.1% |
| 10Y | +100.2% | +3,988.2% | -3,888.0% | -67.7% |
| All | +100.2% | +4,310.8% | -4,210.6% | -67.7% |
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