+7,128.3%
URI vs STZ
+2,956.1%
+4,172.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -6.8% |
| 7D | -12.9% | +11.8% | -24.7% | -17.4% |
| 30D | -3.4% | +26.0% | -29.4% | -13.3% |
| 3M | -10.0% | +11.5% | -21.6% | -15.1% |
| 6M | +12.2% | -2.0% | +14.1% | +11.2% |
| YTD | +29.8% | +7.9% | +21.9% | +22.5% |
| 1Y | +24.6% | +13.9% | +10.7% | +14.6% |
| 3Y | +137.6% | -35.8% | +173.4% | +174.1% |
| 5Y | +176.6% | -28.4% | +205.0% | +203.0% |
| 10Y | +1,402.6% | +7.1% | +1,395.5% | +1,251.9% |
| All | +7,128.3% | +2,956.1% | +4,172.2% | +1,681.3% |
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