+1.5%
STLA vs URA
+266.3%
-264.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -13.8% | -1.5% | -12.2% | -13.3% |
| 30D | -10.5% | -10.4% | -0.1% | -7.2% |
| 3M | -28.9% | -29.6% | +0.8% | -19.9% |
| 6M | -49.7% | -40.3% | -9.5% | -40.5% |
| YTD | -64.9% | -25.5% | -39.4% | -63.0% |
| 1Y | -64.0% | -26.4% | -37.6% | -62.0% |
| 3Y | -77.4% | +31.4% | -108.9% | -82.4% |
| 5Y | -74.4% | +28.6% | -103.0% | -80.8% |
| All | +1.5% | +266.3% | -264.8% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling