+82.5%
UBER vs STM
+20.9%
+61.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | -2.8% | +5.2% | -8.0% | -4.4% |
| 30D | -2.5% | -7.4% | +4.8% | -0.4% |
| 3M | +4.4% | -30.6% | +35.0% | +14.7% |
| 6M | -2.7% | +66.4% | -69.0% | -27.1% |
| YTD | -10.5% | +101.1% | -111.6% | -39.3% |
| 1Y | -22.5% | +97.4% | -119.9% | -47.8% |
| 3Y | +54.8% | +21.1% | +33.7% | +24.1% |
| 5Y | +82.5% | +22.5% | +60.0% | +41.9% |
| All | +82.5% | +20.9% | +61.6% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling