-61.8%
STLA vs URA
-26.7%
-35.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.8% |
| 7D | -11.6% | +2.9% | -14.5% | -12.1% |
| 30D | -6.2% | -10.8% | +4.7% | -4.3% |
| 3M | -24.6% | -25.5% | +0.9% | -21.0% |
| 6M | -44.9% | -41.2% | -3.7% | -40.8% |
| YTD | -62.3% | -21.3% | -41.0% | -62.6% |
| 1Y | -61.8% | -25.7% | -36.1% | -61.6% |
| All | -61.8% | -26.7% | -35.1% | -61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling