+1,210.8%
URI vs STLA
+0.5%
+1,210.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +5.7% |
| 7D | +2.4% | -11.6% | +14.0% | +8.1% |
| 30D | +8.9% | -6.2% | +15.0% | +11.1% |
| 3M | +0.8% | -24.6% | +25.4% | +12.2% |
| 6M | +23.1% | -44.9% | +68.0% | +56.1% |
| YTD | +43.1% | -62.3% | +105.3% | +108.1% |
| 1Y | +35.7% | -61.8% | +97.5% | +95.1% |
| 3Y | +158.2% | -75.3% | +233.5% | +333.0% |
| 5Y | +212.6% | -72.5% | +285.1% | +375.2% |
| 10Y | +1,210.8% | +0.8% | +1,210.0% | +1,167.6% |
| All | +1,210.8% | +0.5% | +1,210.3% | +1,167.6% |
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