+0.4%
STM vs URI
+136.1%
-135.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -7.1% | -5.3% | -8.8% |
| 7D | -20.1% | -12.9% | -7.2% | -14.1% |
| 30D | -32.0% | -3.4% | -28.6% | -30.4% |
| 3M | -24.2% | -10.0% | -14.1% | -19.8% |
| 6M | -29.9% | +12.2% | -42.1% | -34.3% |
| YTD | +54.9% | +29.8% | +25.1% | +32.2% |
| 1Y | +68.0% | +24.6% | +43.4% | +46.3% |
| All | +0.4% | +136.1% | -135.7% | -36.7% |
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 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