+355.0%
SE vs URA
+245.1%
+109.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.1% | -4.4% |
| 7D | -7.7% | +2.9% | -10.6% | -9.1% |
| 30D | -22.8% | -10.8% | -12.0% | -18.7% |
| 3M | -43.7% | -25.5% | -18.2% | -35.7% |
| 6M | -12.8% | -41.2% | +28.4% | +10.5% |
| YTD | -42.0% | -21.3% | -20.7% | -38.4% |
| 1Y | -48.0% | -25.7% | -22.3% | -43.3% |
| 3Y | +62.7% | +43.1% | +19.6% | +13.5% |
| 5Y | -77.8% | +35.6% | -113.4% | -84.6% |
| All | +355.0% | +245.1% | +109.9% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling