+168.1%
STT vs URA
+36.0%
+132.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.6% |
| 7D | -2.5% | -4.1% | +1.6% | -1.8% |
| 30D | -5.0% | -19.0% | +14.1% | -1.4% |
| 3M | -10.5% | -25.1% | +14.7% | -6.1% |
| 6M | +10.0% | -44.5% | +54.5% | +20.9% |
| YTD | +30.7% | -24.3% | +55.0% | +34.3% |
| 1Y | +43.8% | -28.1% | +71.9% | +48.9% |
| 3Y | +168.1% | +40.7% | +127.4% | +139.6% |
| All | +168.1% | +36.0% | +132.1% | +139.6% |
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