+179.2%
URI vs STT
+100.0%
+79.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -9.8% | -2.5% | -7.3% | -8.3% |
| 30D | +1.7% | -5.0% | +6.7% | +5.2% |
| 3M | -9.1% | -10.5% | +1.4% | -2.6% |
| 6M | +9.9% | +10.0% | -0.2% | +2.2% |
| YTD | +31.2% | +30.7% | +0.5% | +7.6% |
| 1Y | +25.9% | +43.8% | -17.8% | -3.4% |
| 3Y | +147.4% | +168.1% | -20.7% | +23.4% |
| All | +179.2% | +100.0% | +79.1% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling