+183.1%
STT vs URA
+35.4%
+147.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +4.8% | -1.5% | +6.3% | +5.0% |
| 30D | +3.9% | -10.4% | +14.3% | +5.9% |
| 3M | -8.2% | -29.6% | +21.5% | -2.6% |
| 6M | +15.6% | -40.3% | +55.9% | +25.5% |
| YTD | +37.6% | -25.5% | +63.1% | +41.8% |
| 1Y | +50.1% | -26.4% | +76.5% | +54.7% |
| 3Y | +183.1% | +31.4% | +151.6% | +150.3% |
| All | +183.1% | +35.4% | +147.7% | +150.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling