+179.2%
URI vs STLA
-70.1%
+249.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -9.8% | -4.5% | -5.3% | -8.4% |
| 30D | +1.7% | -3.9% | +5.7% | +2.7% |
| 3M | -9.1% | -20.2% | +11.1% | -2.9% |
| 6M | +9.9% | -42.2% | +52.0% | +30.4% |
| YTD | +31.2% | -59.3% | +90.5% | +73.1% |
| 1Y | +25.9% | -56.1% | +82.0% | +59.8% |
| 3Y | +147.4% | -73.7% | +221.0% | +274.7% |
| All | +179.2% | -70.1% | +249.2% | +264.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling