-35.8%
STZ vs URA
+30.2%
-66.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.6% | -0.7% |
| 7D | +11.8% | -13.3% | +25.1% | +11.8% |
| 30D | +26.0% | -25.9% | +51.9% | +26.2% |
| 3M | +11.5% | -27.8% | +39.3% | +11.7% |
| 6M | -2.0% | -42.8% | +40.9% | -1.1% |
| YTD | +7.9% | -27.5% | +35.4% | +7.4% |
| 1Y | +13.9% | -35.1% | +49.1% | +13.9% |
| All | -35.8% | +30.2% | -66.1% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling