-52.3%
USAR vs STRL
-22.3%
-30.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.0% |
| 7D | +8.8% | +23.4% | -14.7% | -1.5% |
| 30D | -28.5% | -39.5% | +11.1% | -11.1% |
| 3M | -56.2% | -45.1% | -11.1% | -43.6% |
| 6M | -68.4% | -64.6% | -3.8% | -51.0% |
| YTD | -32.2% | -1.5% | -30.7% | -48.8% |
| 1Y | -52.3% | -20.8% | -31.5% | -54.6% |
| All | -52.3% | -22.3% | -30.0% | -54.6% |
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