+91.7%
USB vs STRL
+3,580.1%
-3,488.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.1% |
| 7D | 0.0% | -26.9% | +26.9% | +5.0% |
| 30D | +5.8% | -52.7% | +58.5% | +20.3% |
| 3M | -6.0% | -52.8% | +46.9% | +6.3% |
| 6M | +7.8% | -71.5% | +79.2% | +31.3% |
| YTD | +14.6% | -17.4% | +32.0% | +4.8% |
| 1Y | +31.8% | -35.0% | +66.7% | +26.6% |
| 3Y | +91.5% | +239.2% | -147.7% | +8.9% |
| 5Y | +22.0% | +830.2% | -808.1% | -50.2% |
| All | +91.7% | +3,580.1% | -3,488.3% | -49.0% |
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 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