+30.6%
USAR vs STRL
+73.8%
-43.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -1.2% |
| 7D | +2.3% | +10.1% | -7.8% | -2.3% |
| 30D | -8.6% | -8.2% | -0.4% | -5.3% |
| 3M | -20.5% | -43.7% | +23.2% | +1.4% |
| 6M | +1.2% | +27.1% | -25.9% | -19.4% |
| YTD | +48.4% | +64.0% | -15.6% | -0.2% |
| 1Y | +30.6% | +75.2% | -44.5% | -12.0% |
| All | +30.6% | +73.8% | -43.2% | -12.0% |
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