+15.7%
STM vs URI
+113.1%
-97.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.1% |
| 7D | +5.8% | -2.0% | +7.8% | +6.7% |
| 30D | -1.0% | -12.9% | +11.9% | +5.7% |
| 3M | -33.3% | -6.7% | -26.5% | -31.5% |
| 6M | +57.4% | +19.0% | +38.4% | +41.1% |
| YTD | +102.2% | +25.5% | +76.7% | +74.4% |
| 1Y | +99.6% | +5.5% | +94.1% | +89.0% |
| All | +15.7% | +113.1% | -97.4% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling