+0.8%
STLA vs URA
+277.9%
-277.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -4.0% |
| 7D | -11.6% | +2.9% | -14.5% | -12.6% |
| 30D | -6.2% | -10.8% | +4.7% | -2.6% |
| 3M | -24.6% | -25.5% | +0.9% | -16.8% |
| 6M | -44.9% | -41.2% | -3.7% | -34.5% |
| YTD | -62.3% | -21.3% | -41.0% | -60.9% |
| 1Y | -61.8% | -25.7% | -36.1% | -59.8% |
| 3Y | -75.3% | +43.1% | -118.4% | -81.4% |
| 5Y | -72.5% | +35.6% | -108.1% | -79.7% |
| 10Y | +0.8% | +281.3% | -280.5% | -63.9% |
| All | +0.8% | +277.9% | -277.2% | -63.9% |
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