+363.5%
SE vs URA
+226.6%
+136.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.9% |
| 7D | -0.5% | -1.5% | +1.1% | +0.1% |
| 30D | -20.9% | -10.4% | -10.5% | -16.9% |
| 3M | -38.9% | -29.6% | -9.3% | -28.2% |
| 6M | -19.4% | -40.3% | +20.9% | +1.5% |
| YTD | -40.9% | -25.5% | -15.4% | -35.6% |
| 1Y | -46.2% | -26.4% | -19.8% | -41.1% |
| 3Y | +63.7% | +31.4% | +32.3% | +19.3% |
| 5Y | -77.9% | +28.6% | -106.5% | -84.3% |
| All | +363.5% | +226.6% | +136.8% | +86.1% |
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