-32.8%
STZ vs URA
+128.0%
-160.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -1.9% | +1.1% | -3.0% | -2.0% |
| 30D | -1.9% | +7.4% | -9.3% | -2.5% |
| 3M | -6.2% | -8.4% | +2.2% | -5.8% |
| 6M | -14.0% | -12.7% | -1.3% | -13.4% |
| YTD | -5.1% | +7.8% | -12.9% | -6.8% |
| 1Y | -9.6% | +19.5% | -29.0% | -12.8% |
| 3Y | -47.2% | +116.4% | -163.7% | -53.8% |
| All | -32.8% | +128.0% | -160.8% | -42.8% |
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