+32.9%
URI vs STZ
+14.7%
+18.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.3% | -9.7% | -5.1% |
| 7D | -4.3% | +13.0% | -17.3% | -6.1% |
| 30D | +4.6% | +29.4% | -24.8% | -0.1% |
| 3M | -2.1% | +11.6% | -13.7% | -3.8% |
| 6M | +21.9% | -0.2% | +22.2% | +23.4% |
| YTD | +39.7% | +8.6% | +31.1% | +35.9% |
| 1Y | +32.9% | +15.9% | +16.9% | +30.0% |
| All | +32.9% | +14.7% | +18.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling