+82.5%
UBER vs STT
+150.3%
-67.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -2.9% |
| 7D | -2.8% | +2.2% | -5.0% | -3.8% |
| 30D | -2.5% | +3.9% | -6.4% | -4.5% |
| 3M | +4.4% | +19.2% | -14.8% | -5.1% |
| 6M | -2.7% | +60.4% | -63.0% | -23.9% |
| YTD | -10.5% | +51.5% | -62.0% | -28.5% |
| 1Y | -22.5% | +76.3% | -98.8% | -43.0% |
| 3Y | +54.8% | +200.7% | -145.9% | -16.7% |
| 5Y | +82.5% | +157.5% | -75.0% | +4.9% |
| All | +82.5% | +150.3% | -67.8% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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