+440.1%
STT vs URA
-51.6%
+491.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -1.2% |
| 7D | -2.5% | -4.1% | +1.6% | -1.2% |
| 30D | -5.0% | -19.0% | +14.1% | +1.6% |
| 3M | -10.0% | -25.1% | +15.1% | -1.8% |
| 6M | +10.6% | -44.5% | +55.1% | +31.8% |
| YTD | +31.4% | -24.3% | +55.7% | +38.2% |
| 1Y | +44.5% | -28.1% | +72.6% | +54.0% |
| 3Y | +169.5% | +40.7% | +128.8% | +112.4% |
| 5Y | +102.5% | +35.5% | +67.0% | +54.9% |
| 10Y | +213.0% | +281.2% | -68.2% | +44.3% |
| All | +440.1% | -51.6% | +491.7% | +338.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling