+109.6%
UAL vs STRL
+788.2%
-678.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -13.9% | +9.3% | -0.9% |
| 7D | +5.0% | -34.6% | +39.6% | +15.6% |
| 30D | -1.2% | -56.7% | +55.4% | +21.8% |
| 3M | -16.8% | -54.4% | +37.6% | +0.5% |
| 6M | +18.0% | -69.7% | +87.6% | +54.6% |
| YTD | -1.2% | -20.2% | +19.0% | -11.4% |
| 1Y | +14.3% | -40.6% | +54.9% | +12.6% |
| 3Y | +194.6% | +221.7% | -27.1% | +41.6% |
| 5Y | +109.6% | +799.0% | -689.4% | -45.6% |
| All | +109.6% | +788.2% | -678.6% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling