+1,182.4%
URI vs STLA
+12.4%
+1,170.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.6% | -0.5% |
| 7D | -6.0% | -4.9% | -1.1% | -3.9% |
| 30D | +4.6% | -4.9% | +9.5% | +6.2% |
| 3M | -2.7% | -23.7% | +21.0% | +7.8% |
| 6M | +18.4% | -45.0% | +63.3% | +50.4% |
| YTD | +37.4% | -60.9% | +98.2% | +96.9% |
| 1Y | +30.4% | -58.9% | +89.2% | +81.1% |
| 3Y | +147.9% | -74.4% | +222.3% | +309.7% |
| 5Y | +202.1% | -71.5% | +273.6% | +352.6% |
| 10Y | +1,182.4% | +5.3% | +1,177.2% | +1,122.1% |
| All | +1,182.4% | +12.4% | +1,170.1% | +1,122.1% |
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