+38.9%
UNP vs STRL
-22.3%
+61.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +2.1% | +23.4% | -21.3% | +2.0% |
| 30D | +7.7% | -39.5% | +47.2% | +7.7% |
| 3M | +4.0% | -45.1% | +49.1% | +4.1% |
| 6M | +15.7% | -64.6% | +80.2% | +15.9% |
| YTD | +33.5% | -1.5% | +35.0% | +30.3% |
| 1Y | +38.9% | -20.8% | +59.7% | +36.5% |
| All | +38.9% | -22.3% | +61.2% | +36.5% |
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