+147.4%
URI vs STZ
-37.2%
+184.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.5% |
| 7D | -9.8% | +4.9% | -14.7% | -10.7% |
| 30D | +1.7% | +20.9% | -19.1% | -2.3% |
| 3M | -9.1% | +8.0% | -17.0% | -10.7% |
| 6M | +9.9% | -5.3% | +15.2% | +11.1% |
| YTD | +31.2% | +5.9% | +25.3% | +29.0% |
| 1Y | +25.9% | +14.2% | +11.7% | +21.8% |
| 3Y | +147.4% | -37.0% | +184.3% | +161.4% |
| All | +147.4% | -37.2% | +184.6% | +161.4% |
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 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