+179.2%
URI vs STZ
-29.7%
+208.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.7% |
| 7D | -9.8% | +4.9% | -14.7% | -11.4% |
| 30D | +1.7% | +20.9% | -19.1% | -5.1% |
| 3M | -9.1% | +8.0% | -17.0% | -12.0% |
| 6M | +9.9% | -5.3% | +15.2% | +11.2% |
| YTD | +31.2% | +5.9% | +25.3% | +26.3% |
| 1Y | +25.9% | +14.2% | +11.7% | +17.3% |
| 3Y | +147.4% | -37.0% | +184.3% | +188.2% |
| All | +179.2% | -29.7% | +208.9% | +186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling