+657.4%
STM vs URI
+7,377.6%
-6,720.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -7.1% | -5.3% | -9.9% |
| 7D | -20.1% | -12.9% | -7.2% | -15.8% |
| 30D | -32.0% | -3.4% | -28.6% | -30.9% |
| 3M | -24.2% | -10.0% | -14.1% | -21.1% |
| 6M | -29.9% | +12.2% | -42.1% | -33.2% |
| YTD | +54.9% | +29.8% | +25.1% | +39.3% |
| 1Y | +68.0% | +24.6% | +43.4% | +53.2% |
| 3Y | -0.1% | +137.6% | -137.7% | -28.5% |
| 5Y | -17.9% | +176.6% | -194.5% | -44.6% |
| 10Y | +392.2% | +1,402.6% | -1,010.3% | +83.0% |
| All | +657.4% | +7,377.6% | -6,720.1% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling