+149.5%
URI vs STZ
-34.9%
+184.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +6.7% | +2.6% | +4.2% | +6.2% |
| 30D | +8.9% | +15.2% | -6.3% | +5.7% |
| 3M | +0.5% | +7.6% | -7.1% | -1.1% |
| 6M | +20.7% | +5.3% | +15.4% | +19.0% |
| YTD | +40.0% | +8.6% | +31.4% | +37.1% |
| 1Y | +34.4% | +15.6% | +18.8% | +29.8% |
| 3Y | +149.5% | -35.2% | +184.6% | +162.1% |
| All | +149.5% | -34.9% | +184.4% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling