+132.9%
UAL vs STRL
+900.6%
-767.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +12.5% | -19.8% | +32.3% | +17.4% |
| 30D | +12.2% | -43.6% | +55.7% | +28.6% |
| 3M | -2.6% | -45.2% | +42.6% | +11.8% |
| 6M | +21.1% | -65.7% | +86.8% | +54.1% |
| YTD | +7.8% | -5.4% | +13.3% | -7.7% |
| 1Y | +25.4% | -24.7% | +50.1% | +15.1% |
| 3Y | +217.3% | +335.0% | -117.7% | +38.8% |
| 5Y | +132.9% | +915.3% | -782.4% | -38.6% |
| All | +132.9% | +900.6% | -767.7% | -38.6% |
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