+762.3%
STM vs URA
-31.1%
+793.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +5.8% | +1.1% | +4.7% | +5.2% |
| 30D | -1.0% | +7.4% | -8.4% | -4.5% |
| 3M | -33.3% | -8.4% | -24.9% | -30.1% |
| 6M | +57.4% | -12.7% | +70.1% | +67.6% |
| YTD | +102.2% | +7.8% | +94.4% | +93.1% |
| 1Y | +99.6% | +19.5% | +80.1% | +77.1% |
| 3Y | +14.5% | +116.4% | -101.9% | -28.5% |
| 5Y | +21.4% | +134.3% | -112.9% | -31.6% |
| 10Y | +695.0% | +359.3% | +335.7% | +186.6% |
| All | +762.3% | -31.1% | +793.4% | +636.9% |
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