+1,135.8%
URI vs STZ
+13.4%
+1,122.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +6.7% | +2.6% | +4.2% | +5.4% |
| 30D | +8.9% | +15.2% | -6.3% | +0.6% |
| 3M | +0.5% | +7.6% | -7.1% | -4.3% |
| 6M | +20.7% | +5.3% | +15.4% | +15.1% |
| YTD | +40.0% | +8.6% | +31.4% | +29.9% |
| 1Y | +34.4% | +15.6% | +18.8% | +20.0% |
| 3Y | +149.5% | -35.2% | +184.6% | +198.0% |
| 5Y | +205.6% | -29.1% | +234.7% | +240.8% |
| All | +1,135.8% | +13.4% | +1,122.4% | +1,126.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling