+114.8%
STLA vs URA
-31.1%
+145.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +2.6% | +1.1% | +1.5% | +2.2% |
| 30D | -1.2% | +7.4% | -8.6% | -3.8% |
| 3M | -24.8% | -8.4% | -16.4% | -23.1% |
| 6M | -25.6% | -12.7% | -12.9% | -23.3% |
| YTD | -48.9% | +7.8% | -56.7% | -52.3% |
| 1Y | -38.8% | +19.5% | -58.2% | -45.7% |
| 3Y | -64.5% | +116.4% | -181.0% | -76.1% |
| 5Y | -62.4% | +134.3% | -196.7% | -76.8% |
| 10Y | +55.4% | +359.3% | -303.9% | -30.6% |
| All | +114.8% | -31.1% | +145.9% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling