+1,218.8%
URI vs STLA
+21.0%
+1,197.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +7.0% |
| 7D | -4.0% | -6.4% | +2.3% | -1.3% |
| 30D | +6.8% | -1.3% | +8.1% | +6.7% |
| 3M | -2.8% | -19.9% | +17.1% | +5.4% |
| 6M | +20.9% | -42.9% | +63.8% | +50.9% |
| YTD | +40.2% | -59.4% | +99.7% | +97.5% |
| 1Y | +34.1% | -56.8% | +90.9% | +82.0% |
| 3Y | +164.1% | -73.1% | +237.2% | +325.0% |
| 5Y | +199.3% | -70.1% | +269.4% | +337.5% |
| 10Y | +1,218.8% | +19.8% | +1,199.0% | +1,151.5% |
| All | +1,218.8% | +21.0% | +1,197.8% | +1,151.5% |
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