-17.9%
STM vs URI
+178.2%
-196.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -7.1% | -5.3% | -8.5% |
| 7D | -20.1% | -12.9% | -7.2% | -13.4% |
| 30D | -32.0% | -3.4% | -28.6% | -30.3% |
| 3M | -24.2% | -10.0% | -14.1% | -19.4% |
| 6M | -29.9% | +12.2% | -42.1% | -35.1% |
| YTD | +54.9% | +29.8% | +25.1% | +29.6% |
| 1Y | +68.0% | +24.6% | +43.4% | +43.8% |
| 3Y | -0.1% | +137.6% | -137.7% | -45.0% |
| 5Y | -17.9% | +176.6% | -194.5% | -63.7% |
| All | -17.9% | +178.2% | -196.1% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling