+195.2%
STT vs URA
+287.0%
-91.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.0% |
| 7D | +0.4% | +2.9% | -2.4% | -0.5% |
| 30D | -0.4% | -10.8% | +10.4% | +3.0% |
| 3M | -6.5% | -25.5% | +19.0% | +1.8% |
| 6M | +17.2% | -41.2% | +58.4% | +36.1% |
| YTD | +38.2% | -21.3% | +59.5% | +42.9% |
| 1Y | +49.3% | -25.7% | +75.0% | +56.8% |
| 3Y | +181.9% | +43.1% | +138.9% | +120.2% |
| 5Y | +106.9% | +35.6% | +71.3% | +57.9% |
| All | +195.2% | +287.0% | -91.8% | +30.2% |
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