+3,635.3%
STX vs URA
+359.3%
+3,276.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.6% | +6.0% |
| 7D | +2.4% | +1.1% | +1.3% | +1.9% |
| 30D | +1.4% | +7.4% | -6.0% | -1.8% |
| 3M | -8.2% | -8.4% | +0.2% | -4.8% |
| 6M | +127.0% | -12.7% | +139.7% | +138.4% |
| YTD | +209.1% | +7.8% | +201.4% | +200.9% |
| 1Y | +365.4% | +19.5% | +346.0% | +333.7% |
| 3Y | +1,135.4% | +116.4% | +1,019.0% | +795.4% |
| 5Y | +991.5% | +134.3% | +857.2% | +625.9% |
| All | +3,635.3% | +359.3% | +3,276.0% | +1,597.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling