-9.2%
STM vs URI
+199.0%
-208.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.9% | -0.1% | +2.9% |
| 7D | -5.6% | -4.0% | -1.6% | -3.0% |
| 30D | -14.4% | +6.8% | -21.2% | -17.0% |
| 3M | -20.5% | -2.8% | -17.7% | -19.0% |
| 6M | -24.5% | +20.9% | -45.4% | -32.8% |
| YTD | +72.7% | +40.2% | +32.4% | +38.5% |
| 1Y | +91.0% | +34.1% | +56.9% | +57.1% |
| 3Y | +13.5% | +164.1% | -150.6% | -41.0% |
| 5Y | -9.2% | +199.3% | -208.5% | -61.0% |
| All | -9.2% | +199.0% | -208.2% | -61.0% |
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