+202.1%
URI vs STLA
-71.4%
+273.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.6% | -0.8% |
| 7D | -6.0% | -4.9% | -1.1% | -4.4% |
| 30D | +4.6% | -4.9% | +9.5% | +5.9% |
| 3M | -2.7% | -23.7% | +21.0% | +5.4% |
| 6M | +18.4% | -45.0% | +63.3% | +43.0% |
| YTD | +37.4% | -60.9% | +98.2% | +83.6% |
| 1Y | +30.4% | -58.9% | +89.2% | +69.7% |
| 3Y | +147.9% | -74.4% | +222.3% | +278.9% |
| 5Y | +202.1% | -71.5% | +273.6% | +302.9% |
| All | +202.1% | -71.4% | +273.5% | +302.9% |
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