+42.6%
UNP vs STRL
-30.1%
+72.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -21.5% | +23.1% | +1.5% |
| 7D | +3.6% | -27.1% | +30.7% | +3.5% |
| 30D | +11.4% | -45.8% | +57.2% | +11.3% |
| 3M | +4.6% | -47.6% | +52.2% | +4.6% |
| 6M | +18.3% | -46.4% | +64.7% | +17.1% |
| YTD | +35.4% | -7.4% | +42.8% | +33.4% |
| 1Y | +42.6% | -25.9% | +68.5% | +40.3% |
| All | +42.6% | -30.1% | +72.7% | +40.3% |
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