+197.6%
STT vs URA
+289.1%
-91.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.9% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -1.9% | -14.8% | +12.9% | +3.0% |
| 3M | -7.6% | -25.3% | +17.7% | +0.5% |
| 6M | +16.0% | -39.9% | +55.9% | +33.8% |
| YTD | +36.2% | -22.4% | +58.6% | +41.6% |
| 1Y | +46.8% | -29.0% | +75.8% | +56.5% |
| 3Y | +177.8% | +41.0% | +136.8% | +118.1% |
| 5Y | +105.8% | +38.3% | +67.5% | +55.7% |
| 10Y | +197.6% | +276.1% | -78.5% | +36.1% |
| All | +197.6% | +289.1% | -91.5% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling