+33.1%
URI vs STLA
-57.6%
+90.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +6.9% |
| 7D | -4.0% | -6.4% | +2.3% | -3.5% |
| 30D | +6.8% | -1.3% | +8.1% | +6.8% |
| 3M | -2.8% | -19.9% | +17.1% | -1.8% |
| 6M | +20.9% | -42.9% | +63.8% | +24.7% |
| YTD | +40.2% | -59.4% | +99.7% | +47.1% |
| All | +33.1% | -57.6% | +90.7% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling