+16.0%
UNH vs STRL
+72.5%
-56.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -2.0% |
| 7D | -1.7% | +8.2% | -9.9% | -1.6% |
| 30D | -3.8% | -6.3% | +2.5% | -3.9% |
| 3M | -4.3% | -41.2% | +36.9% | -4.8% |
| 6M | +38.6% | +20.4% | +18.3% | +38.1% |
| YTD | +20.7% | +61.7% | -41.0% | +19.3% |
| 1Y | +16.0% | +72.7% | -56.7% | +16.8% |
| All | +16.0% | +72.5% | -56.5% | +16.8% |
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 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