+8,757.3%
STX vs URI
+12,522.2%
-3,764.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -7.1% | -9.1% | -13.9% |
| 7D | -33.4% | -12.9% | -20.5% | -30.0% |
| 30D | -42.1% | -3.4% | -38.7% | -41.2% |
| 3M | -44.3% | -10.0% | -34.2% | -42.2% |
| 6M | -39.4% | +12.2% | -51.6% | -41.6% |
| YTD | +70.0% | +29.8% | +40.2% | +53.4% |
| 1Y | +70.2% | +24.6% | +45.6% | +55.8% |
| 3Y | +585.2% | +137.6% | +447.6% | +398.6% |
| 5Y | +455.7% | +176.6% | +279.0% | +278.8% |
| 10Y | +2,007.9% | +1,402.6% | +605.3% | +682.8% |
| All | +8,757.3% | +12,522.2% | -3,764.9% | +1,370.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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