-74.2%
STLA vs URA
+28.3%
-102.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.8% | -2.3% | -5.0% |
| 7D | -13.1% | +4.5% | -17.5% | -14.2% |
| 30D | -13.3% | -13.4% | +0.2% | -9.6% |
| 3M | -27.9% | -28.4% | +0.6% | -20.7% |
| 6M | -47.8% | -40.5% | -7.4% | -39.9% |
| YTD | -64.6% | -24.3% | -40.3% | -63.1% |
| 1Y | -64.0% | -28.8% | -35.2% | -61.9% |
| 3Y | -76.8% | +37.6% | -114.5% | -82.0% |
| 5Y | -74.2% | +30.7% | -104.8% | -80.9% |
| All | -74.2% | +28.3% | -102.5% | -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 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