+70.3%
SE vs URA
+36.0%
+34.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.4% |
| 7D | +2.0% | -4.1% | +6.1% | +3.4% |
| 30D | -20.0% | -19.0% | -1.0% | -14.2% |
| 3M | -31.8% | -25.1% | -6.6% | -25.1% |
| 6M | -15.9% | -44.5% | +28.6% | +1.4% |
| YTD | -40.6% | -24.3% | -16.3% | -36.9% |
| 1Y | -50.7% | -28.1% | -22.6% | -46.6% |
| 3Y | +70.3% | +40.7% | +29.6% | +40.9% |
| All | +70.3% | +36.0% | +34.3% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling