+20.1%
STLA vs URA
+283.4%
-263.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -1.8% |
| 7D | -4.5% | -4.1% | -0.4% | -3.2% |
| 30D | -3.9% | -19.0% | +15.1% | +3.4% |
| 3M | -20.2% | -25.1% | +5.0% | -12.0% |
| 6M | -42.2% | -44.5% | +2.3% | -29.7% |
| YTD | -59.3% | -24.3% | -35.0% | -57.3% |
| 1Y | -56.1% | -28.1% | -27.9% | -53.2% |
| 3Y | -73.7% | +40.7% | -114.3% | -80.0% |
| 5Y | -70.3% | +35.5% | -105.7% | -78.3% |
| All | +20.1% | +283.4% | -263.4% | -63.7% |
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