+69.4%
USAR vs STRL
+739.2%
-669.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.0% |
| 7D | -4.4% | +8.2% | -12.6% | -6.4% |
| 30D | -10.4% | -6.3% | -4.1% | -9.0% |
| 3M | -18.4% | -41.2% | +22.8% | -8.0% |
| 6M | -8.8% | +20.4% | -29.2% | -11.3% |
| YTD | +43.4% | +61.7% | -18.3% | +34.6% |
| 1Y | +21.0% | +72.7% | -51.7% | +15.4% |
| 3Y | +67.7% | +530.9% | -463.2% | +62.6% |
| All | +69.4% | +739.2% | -669.8% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling