+35.6%
UNP vs STRL
+73.8%
-38.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.4% |
| 7D | -0.7% | +10.1% | -10.9% | -0.8% |
| 30D | -1.1% | -8.2% | +7.1% | -1.1% |
| 3M | +7.9% | -43.7% | +51.6% | +8.1% |
| 6M | +14.6% | +27.1% | -12.5% | +12.8% |
| YTD | +26.6% | +64.0% | -37.4% | +25.1% |
| 1Y | +35.6% | +75.2% | -39.6% | +33.1% |
| All | +35.6% | +73.8% | -38.2% | +33.1% |
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