+96.5%
UAL vs STRL
+4,073.8%
-3,977.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.8% | -3.4% |
| 7D | +2.3% | +7.1% | -4.9% | -0.5% |
| 30D | +13.3% | -39.4% | +52.7% | +30.2% |
| 3M | -6.3% | -43.0% | +36.7% | +8.9% |
| 6M | +22.5% | -65.0% | +87.5% | +62.0% |
| YTD | +5.9% | -0.8% | +6.6% | -11.4% |
| 1Y | +24.7% | -20.3% | +45.0% | +12.2% |
| 3Y | +211.6% | +356.5% | -144.9% | +26.2% |
| 5Y | +130.6% | +952.8% | -822.3% | -38.5% |
| 10Y | +96.5% | +3,877.1% | -3,780.6% | -68.8% |
| All | +96.5% | +4,073.8% | -3,977.3% | -68.8% |
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