-15.7%
STM vs URI
+166.6%
-182.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.8% |
| 7D | -10.7% | -9.8% | -1.0% | -5.2% |
| 30D | -25.7% | +1.7% | -27.5% | -26.1% |
| 3M | -21.6% | -9.1% | -12.5% | -17.1% |
| 6M | -27.8% | +9.9% | -37.7% | -32.3% |
| YTD | +61.8% | +31.2% | +30.5% | +34.5% |
| 1Y | +78.1% | +25.9% | +52.2% | +51.6% |
| 3Y | +4.9% | +147.4% | -142.5% | -43.6% |
| All | -15.7% | +166.6% | -182.3% | -62.4% |
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 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