-29.3%
STZ vs URA
+37.5%
-66.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.0% |
| 7D | -0.9% | +2.9% | -3.8% | -1.1% |
| 30D | +14.9% | -10.8% | +25.7% | +15.7% |
| 3M | +8.4% | -25.5% | +34.0% | +10.4% |
| 6M | +2.8% | -41.2% | +44.0% | +6.6% |
| YTD | +7.5% | -21.3% | +28.8% | +7.7% |
| 1Y | +12.5% | -25.7% | +38.3% | +13.2% |
| 3Y | -35.4% | +43.1% | -78.5% | -42.2% |
| 5Y | -29.3% | +35.6% | -64.9% | -37.7% |
| All | -29.3% | +37.5% | -66.8% | -37.7% |
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 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