+771.6%
STZ vs URA
-51.1%
+822.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +5.5% |
| 7D | +13.0% | -10.5% | +23.5% | +15.1% |
| 30D | +29.4% | -18.6% | +48.1% | +33.7% |
| 3M | +11.6% | -23.0% | +34.6% | +16.1% |
| 6M | -0.2% | -40.3% | +40.1% | +8.0% |
| YTD | +8.6% | -23.5% | +32.0% | +10.5% |
| 1Y | +15.9% | -31.1% | +47.0% | +20.0% |
| 3Y | -35.4% | +38.3% | -73.8% | -45.0% |
| 5Y | -26.9% | +34.6% | -61.5% | -39.5% |
| 10Y | +7.8% | +285.4% | -277.6% | -38.9% |
| All | +771.6% | -51.1% | +822.7% | +714.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling