+31.8%
USB vs STRL
-38.5%
+70.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.6% |
| 7D | 0.0% | -26.9% | +26.9% | +0.6% |
| 30D | +5.8% | -52.7% | +58.5% | +7.8% |
| 3M | -6.0% | -52.8% | +46.9% | -4.2% |
| 6M | +7.8% | -71.5% | +79.2% | +11.2% |
| YTD | +14.6% | -17.4% | +32.0% | +9.9% |
| 1Y | +31.8% | -35.0% | +66.7% | +27.8% |
| All | +31.8% | -38.5% | +70.3% | +27.8% |
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