+203.4%
URI vs STLA
-62.4%
+265.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.2% |
| 7D | -2.0% | +2.6% | -4.6% | -2.8% |
| 30D | -12.9% | -1.2% | -11.7% | -12.8% |
| 3M | -6.7% | -24.8% | +18.0% | +2.4% |
| 6M | +19.0% | -25.6% | +44.6% | +29.9% |
| YTD | +25.5% | -48.9% | +74.5% | +54.8% |
| 1Y | +5.5% | -38.8% | +44.3% | +17.9% |
| 3Y | +111.3% | -64.5% | +175.8% | +187.9% |
| All | +203.4% | -62.4% | +265.8% | +268.1% |
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