+46.8%
STT vs URA
-29.1%
+75.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.4% |
| 7D | +5.1% | +4.5% | +0.7% | +4.3% |
| 30D | -0.2% | -13.4% | +13.2% | +2.2% |
| 3M | -8.1% | -28.4% | +20.3% | -3.3% |
| 6M | +16.6% | -40.5% | +57.1% | +25.8% |
| YTD | +37.8% | -24.3% | +62.1% | +39.1% |
| 1Y | +46.8% | -28.8% | +75.7% | +50.2% |
| All | +46.8% | -29.1% | +75.9% | +50.2% |
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 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