+82.2%
UBER vs STM
+230.8%
-148.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -1.0% |
| 7D | -3.9% | +5.8% | -9.7% | -6.1% |
| 30D | +11.1% | -1.0% | +12.1% | +11.1% |
| 3M | +4.9% | -33.3% | +38.2% | +19.2% |
| 6M | -1.2% | +57.4% | -58.5% | -27.3% |
| YTD | -7.3% | +102.2% | -109.5% | -40.7% |
| 1Y | -17.6% | +99.6% | -117.2% | -47.9% |
| 3Y | +61.1% | +14.5% | +46.5% | +25.9% |
| 5Y | +87.9% | +21.4% | +66.5% | +36.2% |
| All | +82.2% | +230.8% | -148.5% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling