-70.1%
STLA vs URA
+33.4%
-103.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -1.5% |
| 7D | -4.5% | -4.1% | -0.4% | -3.4% |
| 30D | -3.9% | -19.0% | +15.1% | +2.1% |
| 3M | -20.2% | -25.1% | +5.0% | -13.5% |
| 6M | -42.2% | -44.5% | +2.3% | -32.1% |
| YTD | -59.3% | -24.3% | -35.0% | -57.7% |
| 1Y | -56.1% | -28.1% | -27.9% | -53.7% |
| 3Y | -73.7% | +40.7% | -114.3% | -79.6% |
| All | -70.1% | +33.4% | -103.5% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling