+1,340.7%
URI vs STLA
+18.3%
+1,322.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -9.8% | -4.5% | -5.3% | -8.1% |
| 30D | +1.7% | -3.9% | +5.7% | +2.9% |
| 3M | -9.1% | -20.2% | +11.1% | -1.3% |
| 6M | +9.9% | -42.2% | +52.0% | +36.2% |
| YTD | +31.2% | -59.3% | +90.5% | +84.3% |
| 1Y | +25.9% | -56.1% | +82.0% | +69.1% |
| 3Y | +147.4% | -73.7% | +221.0% | +301.9% |
| 5Y | +179.7% | -70.3% | +250.0% | +309.9% |
| All | +1,340.7% | +18.3% | +1,322.3% | +1,410.2% |
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