+47.8%
STLA vs URA
+371.9%
-324.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.1% | -6.2% | -4.2% |
| 7D | +0.7% | +8.1% | -7.4% | -2.0% |
| 30D | -2.4% | +5.8% | -8.1% | -4.5% |
| 3M | -23.9% | +3.4% | -27.3% | -25.3% |
| 6M | -24.6% | -2.6% | -22.0% | -25.2% |
| YTD | -50.5% | +11.2% | -61.7% | -54.5% |
| 1Y | -39.8% | +19.8% | -59.7% | -47.3% |
| 3Y | -65.6% | +121.5% | -187.1% | -78.0% |
| 5Y | -62.1% | +134.5% | -196.5% | -77.9% |
| 10Y | +47.8% | +376.7% | -328.9% | -49.3% |
| All | +47.8% | +371.9% | -324.1% | -49.3% |
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