+99.4%
STT vs URA
+33.4%
+66.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.9% |
| 7D | -2.5% | -4.1% | +1.6% | -1.5% |
| 30D | -5.0% | -19.0% | +14.1% | +0.1% |
| 3M | -10.5% | -25.1% | +14.7% | -4.3% |
| 6M | +10.0% | -44.5% | +54.5% | +26.1% |
| YTD | +30.7% | -24.3% | +55.0% | +35.6% |
| 1Y | +43.8% | -28.1% | +71.9% | +50.8% |
| 3Y | +168.1% | +40.7% | +127.4% | +115.5% |
| All | +99.4% | +33.4% | +66.0% | +56.3% |
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 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