+1,151.9%
URI vs STLA
-3.1%
+1,154.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | +1.7% |
| 7D | +9.3% | -13.1% | +22.4% | +16.1% |
| 30D | +7.6% | -13.3% | +20.9% | +13.6% |
| 3M | +1.0% | -27.9% | +28.9% | +14.6% |
| 6M | +19.8% | -47.8% | +67.7% | +55.7% |
| YTD | +41.9% | -64.6% | +106.4% | +112.5% |
| 1Y | +33.4% | -64.0% | +97.4% | +97.1% |
| 3Y | +156.0% | -76.8% | +232.9% | +342.6% |
| 5Y | +209.5% | -74.2% | +283.7% | +384.2% |
| All | +1,151.9% | -3.1% | +1,154.9% | +1,010.5% |
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