+443.6%
STX vs URA
+33.4%
+410.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -3.2% |
| 7D | -28.5% | -4.1% | -24.4% | -26.8% |
| 30D | -42.9% | -19.0% | -23.9% | -36.9% |
| 3M | -45.9% | -25.1% | -20.8% | -38.5% |
| 6M | -41.3% | -44.5% | +3.2% | -24.2% |
| YTD | +67.9% | -24.3% | +92.3% | +91.5% |
| 1Y | +66.5% | -28.1% | +94.6% | +93.6% |
| 3Y | +588.0% | +40.7% | +547.3% | +494.5% |
| All | +443.6% | +33.4% | +410.2% | +371.3% |
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