+13.8%
STZ vs URA
-32.0%
+45.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -1.5% |
| 7D | +4.9% | -4.1% | +9.0% | +4.7% |
| 30D | +20.9% | -19.0% | +39.9% | +19.9% |
| 3M | +8.0% | -25.1% | +33.1% | +6.9% |
| 6M | -5.3% | -44.5% | +39.2% | -6.0% |
| YTD | +5.9% | -24.3% | +30.2% | +4.7% |
| All | +13.8% | -32.0% | +45.8% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling