+52.0%
STT vs URA
-32.2%
+84.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.4% |
| 7D | -0.1% | -10.5% | +10.5% | +1.8% |
| 30D | -1.7% | -18.6% | +17.0% | +1.6% |
| 3M | -6.4% | -23.0% | +16.7% | -2.6% |
| 6M | +17.7% | -40.3% | +58.0% | +26.7% |
| YTD | +36.9% | -23.5% | +60.4% | +38.5% |
| 1Y | +52.0% | -31.1% | +83.1% | +57.4% |
| All | +52.0% | -32.2% | +84.2% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling