-77.2%
STLA vs URA
+37.6%
-114.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.8% | -2.3% | -5.2% |
| 7D | -13.1% | +4.5% | -17.5% | -14.0% |
| 30D | -13.3% | -13.4% | +0.2% | -10.4% |
| 3M | -27.9% | -28.4% | +0.6% | -22.4% |
| 6M | -47.8% | -40.5% | -7.4% | -41.8% |
| YTD | -64.6% | -24.3% | -40.3% | -63.5% |
| 1Y | -64.0% | -28.8% | -35.2% | -62.4% |
| All | -77.2% | +37.6% | -114.8% | -80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling