+589.9%
STM vs URA
-51.6%
+641.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | 0.0% | +2.3% |
| 7D | -10.7% | -4.1% | -6.6% | -8.6% |
| 30D | -25.7% | -19.0% | -6.7% | -17.3% |
| 3M | -21.6% | -25.1% | +3.6% | -9.6% |
| 6M | -27.8% | -44.5% | +16.7% | -3.6% |
| YTD | +61.8% | -24.3% | +86.1% | +84.0% |
| 1Y | +78.1% | -28.1% | +106.2% | +106.2% |
| 3Y | +4.9% | +40.7% | -35.8% | -18.4% |
| 5Y | -14.3% | +35.5% | -49.7% | -35.2% |
| 10Y | +414.1% | +281.2% | +132.9% | +102.7% |
| All | +589.9% | -51.6% | +641.5% | +602.0% |
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