+6,893.4%
URI vs STZ
+2,588.4%
+4,305.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | -2.0% | -1.9% | -0.1% | -1.1% |
| 30D | -12.9% | -1.9% | -11.1% | -12.4% |
| 3M | -6.7% | -6.2% | -0.5% | -4.7% |
| 6M | +19.0% | -14.0% | +33.0% | +25.8% |
| YTD | +25.5% | -5.1% | +30.7% | +26.5% |
| 1Y | +5.5% | -9.6% | +15.1% | +8.2% |
| 3Y | +111.3% | -47.2% | +158.5% | +168.3% |
| 5Y | +198.6% | -33.6% | +232.1% | +240.5% |
| 10Y | +1,179.9% | -9.8% | +1,189.7% | +1,151.3% |
| All | +6,893.4% | +2,588.4% | +4,305.0% | +1,738.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling