+530.4%
STT vs URA
-31.1%
+561.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +0.5% | +1.1% | -0.6% | +0.1% |
| 30D | +3.9% | +7.4% | -3.5% | +1.2% |
| 3M | +20.0% | -8.4% | +28.3% | +22.2% |
| 6M | +55.3% | -12.7% | +68.0% | +59.1% |
| YTD | +53.3% | +7.8% | +45.5% | +44.3% |
| 1Y | +74.7% | +19.5% | +55.2% | +56.2% |
| 3Y | +205.8% | +116.4% | +89.4% | +108.7% |
| 5Y | +145.0% | +134.3% | +10.7% | +53.0% |
| 10Y | +266.0% | +359.3% | -93.2% | +60.5% |
| All | +530.4% | -31.1% | +561.5% | +358.3% |
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 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