-68.1%
SE vs URA
+128.0%
-196.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -6.1% | +1.1% | -7.2% | -6.6% |
| 30D | -2.5% | +7.4% | -9.8% | -6.0% |
| 3M | +21.7% | -8.4% | +30.1% | +25.8% |
| 6M | +27.0% | -12.7% | +39.7% | +32.0% |
| YTD | -12.1% | +7.8% | -19.9% | -19.7% |
| 1Y | -40.9% | +19.5% | -60.4% | -50.7% |
| 3Y | +191.0% | +116.4% | +74.6% | +54.6% |
| All | -68.1% | +128.0% | -196.1% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling