+21.0%
STM vs URA
+128.0%
-107.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +5.8% | +1.1% | +4.7% | +5.3% |
| 30D | -1.0% | +7.4% | -8.4% | -4.1% |
| 3M | -33.3% | -8.4% | -24.9% | -30.6% |
| 6M | +57.4% | -12.7% | +70.1% | +65.9% |
| YTD | +102.2% | +7.8% | +94.4% | +94.7% |
| 1Y | +99.6% | +19.5% | +80.1% | +80.2% |
| 3Y | +14.5% | +116.4% | -101.9% | -24.9% |
| All | +21.0% | +128.0% | -107.0% | -25.8% |
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