+96.5%
STM vs URI
+33.3%
+63.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.4% | -1.7% | -4.1% |
| 7D | -6.0% | -4.3% | -1.7% | -4.0% |
| 30D | -20.9% | +4.6% | -25.6% | -22.2% |
| 3M | -15.8% | -2.1% | -13.6% | -14.9% |
| 6M | -17.0% | +21.9% | -39.0% | -24.2% |
| YTD | +76.8% | +39.7% | +37.1% | +43.7% |
| 1Y | +96.5% | +32.9% | +63.6% | +68.7% |
| All | +96.5% | +33.3% | +63.2% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling