+120.5%
URI vs STT
+207.1%
-86.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -2.0% | +0.5% | -2.5% | -2.3% |
| 30D | -12.9% | +3.9% | -16.8% | -15.2% |
| 3M | -6.7% | +20.0% | -26.7% | -18.1% |
| 6M | +19.0% | +55.3% | -36.3% | -13.6% |
| YTD | +25.5% | +53.3% | -27.8% | -9.1% |
| 1Y | +5.5% | +74.7% | -69.2% | -31.5% |
| All | +120.5% | +207.1% | -86.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling