+1,150.0%
URI vs STZ
-9.3%
+1,159.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | -2.0% | -1.9% | -0.1% | -1.0% |
| 30D | -12.9% | -1.9% | -11.1% | -12.3% |
| 3M | -6.7% | -6.2% | -0.5% | -4.4% |
| 6M | +19.0% | -14.0% | +33.0% | +26.9% |
| YTD | +25.5% | -5.1% | +30.7% | +26.2% |
| 1Y | +5.5% | -9.6% | +15.1% | +8.4% |
| 3Y | +111.3% | -47.2% | +158.5% | +183.4% |
| 5Y | +198.6% | -33.6% | +232.1% | +243.8% |
| All | +1,150.0% | -9.3% | +1,159.4% | +1,196.7% |
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