+96.6%
USB vs STRL
+274.2%
-177.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -21.5% | +23.4% | +3.6% |
| 7D | +2.4% | -27.1% | +29.5% | +4.6% |
| 30D | +6.6% | -45.8% | +52.4% | +11.5% |
| 3M | -4.1% | -47.6% | +43.5% | +0.4% |
| 6M | +12.5% | -46.4% | +58.9% | +14.1% |
| YTD | +17.6% | -7.4% | +25.0% | +9.7% |
| 1Y | +36.5% | -25.9% | +62.4% | +30.7% |
| All | +96.6% | +274.2% | -177.6% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling