+17.3%
UAL vs STRL
-35.9%
+53.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.4% | +1.5% |
| 7D | +8.2% | -26.9% | +35.1% | +12.2% |
| 30D | +2.3% | -52.7% | +55.0% | +14.5% |
| 3M | -12.7% | -52.8% | +40.2% | -2.6% |
| 6M | +12.7% | -71.5% | +84.2% | +34.5% |
| YTD | +0.8% | -17.4% | +18.3% | -10.7% |
| All | +17.3% | -35.9% | +53.1% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling