+116.5%
UAL vs STRL
+906.9%
-790.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -0.9% |
| 7D | -3.0% | +15.7% | -18.7% | -6.9% |
| 30D | +10.5% | -35.5% | +45.9% | +21.9% |
| 3M | -13.5% | -47.1% | +33.7% | +0.3% |
| 6M | +14.2% | -65.8% | +80.0% | +45.5% |
| YTD | -2.2% | -4.5% | +2.3% | -16.6% |
| 1Y | +12.5% | -10.5% | +23.0% | -2.6% |
| 3Y | +186.8% | +340.6% | -153.8% | +24.6% |
| All | +116.5% | +906.9% | -790.3% | -43.8% |
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 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