+76.3%
STT vs URA
+20.2%
+56.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.4% | -1.7% |
| 7D | +2.2% | +8.1% | -5.9% | +0.9% |
| 30D | +3.9% | +5.8% | -1.9% | +2.9% |
| 3M | +19.2% | +3.4% | +15.7% | +17.9% |
| 6M | +60.4% | -2.6% | +63.0% | +59.2% |
| YTD | +51.5% | +11.2% | +40.3% | +45.9% |
| 1Y | +76.3% | +19.8% | +56.4% | +71.3% |
| All | +76.3% | +20.2% | +56.1% | +71.3% |
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