+4.9%
STM vs URA
+36.0%
-31.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | 0.0% | +2.4% |
| 7D | -10.7% | -4.1% | -6.6% | -8.8% |
| 30D | -25.7% | -19.0% | -6.7% | -17.9% |
| 3M | -21.6% | -25.1% | +3.6% | -10.5% |
| 6M | -27.8% | -44.5% | +16.7% | -7.5% |
| YTD | +61.8% | -24.3% | +86.1% | +83.9% |
| 1Y | +78.1% | -28.1% | +106.2% | +105.2% |
| 3Y | +4.9% | +40.7% | -35.8% | -10.2% |
| All | +4.9% | +36.0% | -31.1% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling