+5.5%
URI vs STZ
-10.2%
+15.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -2.0% | -1.9% | -0.1% | -1.5% |
| 30D | -12.9% | -1.9% | -11.1% | -12.7% |
| 3M | -6.7% | -6.2% | -0.5% | -5.6% |
| 6M | +19.0% | -14.0% | +33.0% | +23.6% |
| YTD | +25.5% | -5.1% | +30.7% | +25.6% |
| 1Y | +5.5% | -9.6% | +15.1% | +6.6% |
| All | +5.5% | -10.2% | +15.7% | +6.6% |
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