+1,182.4%
URI vs STZ
+11.6%
+1,170.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.0% | +5.3% | -11.3% | -8.6% |
| 30D | +4.6% | +19.6% | -15.0% | -5.2% |
| 3M | -2.7% | +10.0% | -12.7% | -8.4% |
| 6M | +18.4% | -0.3% | +18.6% | +16.3% |
| YTD | +37.4% | +8.6% | +28.8% | +27.5% |
| 1Y | +30.4% | +16.6% | +13.8% | +15.9% |
| 3Y | +147.9% | -34.8% | +182.7% | +194.9% |
| 5Y | +202.1% | -27.8% | +229.9% | +233.1% |
| 10Y | +1,182.4% | +12.5% | +1,169.9% | +1,163.4% |
| All | +1,182.4% | +11.6% | +1,170.9% | +1,163.4% |
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