+7,692.5%
USB vs STRL
+11,246.4%
-3,553.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -21.5% | +23.4% | +3.0% |
| 7D | +2.4% | -27.1% | +29.5% | +3.9% |
| 30D | +6.6% | -45.8% | +52.4% | +9.7% |
| 3M | -4.1% | -47.6% | +43.5% | -1.2% |
| 6M | +12.5% | -46.4% | +58.9% | +14.3% |
| YTD | +17.6% | -7.4% | +25.0% | +15.7% |
| 1Y | +36.5% | -25.9% | +62.4% | +35.6% |
| 3Y | +95.4% | +273.4% | -178.0% | +76.1% |
| 5Y | +26.1% | +944.4% | -918.3% | +7.6% |
| 10Y | +101.3% | +4,023.0% | -3,921.7% | +60.6% |
| All | +7,692.5% | +11,246.4% | -3,553.9% | +5,934.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling