+154.5%
STT vs URA
+128.0%
+26.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +0.5% | +1.1% | -0.6% | +0.2% |
| 30D | +3.9% | +7.4% | -3.5% | +1.9% |
| 3M | +20.0% | -8.4% | +28.3% | +21.7% |
| 6M | +55.3% | -12.7% | +68.0% | +58.3% |
| YTD | +53.3% | +7.8% | +45.5% | +46.5% |
| 1Y | +74.7% | +19.5% | +55.2% | +60.4% |
| 3Y | +205.8% | +116.4% | +89.4% | +124.6% |
| All | +154.5% | +128.0% | +26.5% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling