-17.6%
UBER vs STM
+107.3%
-124.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.3% |
| 7D | -3.9% | +5.8% | -9.7% | -4.0% |
| 30D | +11.1% | -1.0% | +12.1% | +11.1% |
| 3M | +4.9% | -33.3% | +38.2% | +6.2% |
| 6M | -1.2% | +57.4% | -58.5% | -8.2% |
| YTD | -7.3% | +102.2% | -109.5% | -17.6% |
| 1Y | -17.6% | +99.6% | -117.2% | -28.2% |
| All | -17.6% | +107.3% | -124.9% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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