+7,916.1%
USB vs STRL
+19,359.6%
-11,443.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.0% | -0.6% |
| 7D | +1.4% | +3.4% | -2.0% | +1.3% |
| 30D | -1.3% | -9.2% | +7.9% | -0.9% |
| 3M | +15.2% | -51.0% | +66.3% | +19.0% |
| 6M | +18.8% | +15.8% | +3.1% | +16.2% |
| YTD | +21.0% | +58.9% | -37.9% | +16.2% |
| 1Y | +34.0% | +68.5% | -34.5% | +27.8% |
| 3Y | +95.3% | +485.2% | -389.9% | +72.5% |
| 5Y | +40.4% | +2,005.1% | -1,964.7% | +15.9% |
| 10Y | +107.3% | +7,118.0% | -7,010.6% | +61.2% |
| All | +7,916.1% | +19,359.6% | -11,443.4% | +5,957.8% |
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 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