+97.0%
STM vs URA
-26.7%
+123.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.5% |
| 7D | +1.4% | +2.9% | -1.4% | -0.1% |
| 30D | -8.4% | -10.8% | +2.5% | -1.2% |
| 3M | -15.8% | -25.5% | +9.7% | +0.5% |
| 6M | -22.8% | -41.2% | +18.4% | +2.2% |
| YTD | +79.4% | -21.3% | +100.6% | +108.2% |
| 1Y | +97.0% | -25.7% | +122.7% | +132.4% |
| All | +97.0% | -26.7% | +123.7% | +132.4% |
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