+463.1%
STM vs URI
+1,246.1%
-783.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +1.3% |
| 7D | +1.4% | +2.6% | -1.1% | +0.4% |
| 30D | -8.4% | +9.1% | -17.4% | -12.1% |
| 3M | -15.8% | +1.0% | -16.8% | -16.0% |
| 6M | -22.8% | +23.3% | -46.2% | -31.9% |
| YTD | +79.4% | +43.3% | +36.1% | +43.6% |
| 1Y | +97.0% | +35.9% | +61.0% | +62.2% |
| 3Y | +14.2% | +158.6% | -144.5% | -36.4% |
| 5Y | -4.5% | +213.1% | -217.6% | -53.6% |
| 10Y | +463.1% | +1,213.1% | -750.0% | +31.4% |
| All | +463.1% | +1,246.1% | -783.0% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling