+560.6%
STM vs URA
-53.7%
+614.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -5.3% | -7.1% | -9.8% |
| 7D | -20.1% | -13.3% | -6.8% | -14.1% |
| 30D | -32.0% | -25.9% | -6.1% | -20.9% |
| 3M | -24.2% | -27.8% | +3.6% | -11.0% |
| 6M | -29.9% | -42.8% | +12.9% | -7.7% |
| YTD | +54.9% | -27.5% | +82.4% | +79.9% |
| 1Y | +68.0% | -35.1% | +103.1% | +104.1% |
| 3Y | -0.1% | +31.1% | -31.2% | -19.6% |
| 5Y | -17.9% | +29.8% | -47.7% | -36.6% |
| 10Y | +392.2% | +265.1% | +127.1% | +98.2% |
| All | +560.6% | -53.7% | +614.3% | +586.3% |
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