+1,179.9%
URI vs STLA
+54.0%
+1,125.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.0% |
| 7D | -2.0% | +2.6% | -4.6% | -3.1% |
| 30D | -12.9% | -1.2% | -11.7% | -12.8% |
| 3M | -6.7% | -24.8% | +18.0% | +4.7% |
| 6M | +19.0% | -25.6% | +44.6% | +32.6% |
| YTD | +25.5% | -48.9% | +74.5% | +61.6% |
| 1Y | +5.5% | -38.8% | +44.3% | +21.5% |
| 3Y | +111.3% | -64.5% | +175.8% | +202.4% |
| 5Y | +198.6% | -62.4% | +261.0% | +298.5% |
| All | +1,179.9% | +54.0% | +1,125.9% | +904.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling