+9,783.8%
URI vs STLA
+190.5%
+9,593.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.5% | -2.6% | -5.6% |
| 7D | -12.9% | -5.5% | -7.4% | -11.3% |
| 30D | -3.4% | -3.7% | +0.3% | -2.6% |
| 3M | -10.0% | -21.1% | +11.1% | -3.7% |
| 6M | +12.2% | -38.3% | +50.5% | +29.5% |
| YTD | +29.8% | -59.2% | +89.0% | +68.2% |
| 1Y | +24.6% | -56.7% | +81.3% | +57.4% |
| 3Y | +137.6% | -74.3% | +211.9% | +247.0% |
| 5Y | +176.6% | -70.2% | +246.8% | +275.7% |
| 10Y | +1,402.6% | +23.4% | +1,379.2% | +1,259.3% |
| All | +9,783.8% | +190.5% | +9,593.3% | +8,465.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling