+22.7%
USB vs STRL
+788.2%
-765.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.9% | +11.8% | -0.4% |
| 7D | -1.5% | -34.6% | +33.1% | +3.1% |
| 30D | +4.3% | -56.7% | +60.9% | +14.8% |
| 3M | -6.1% | -54.4% | +48.3% | +2.3% |
| 6M | +9.4% | -69.7% | +79.1% | +23.7% |
| YTD | +15.2% | -20.2% | +35.4% | +6.6% |
| 1Y | +32.8% | -40.6% | +73.3% | +29.4% |
| 3Y | +91.3% | +221.7% | -130.4% | +16.9% |
| 5Y | +22.7% | +799.0% | -776.3% | -50.0% |
| All | +22.7% | +788.2% | -765.5% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling