+90.1%
STM vs URA
-30.3%
+120.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.8% | +2.6% |
| 7D | -7.9% | +0.3% | -8.2% | -7.8% |
| 30D | -14.1% | -14.8% | +0.6% | -4.9% |
| 3M | -17.6% | -25.3% | +7.7% | -1.8% |
| 6M | -24.2% | -39.9% | +15.7% | -0.2% |
| YTD | +73.3% | -22.4% | +95.7% | +103.3% |
| 1Y | +90.1% | -29.0% | +119.1% | +129.4% |
| All | +90.1% | -30.3% | +120.4% | +129.4% |
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