+589.4%
SE vs URA
+372.5%
+216.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.7% |
| 6M | +27.0% | -12.7% | +39.7% | +31.9% |
| YTD | -12.1% | +7.8% | -19.9% | -19.3% |
| 1Y | -40.9% | +19.5% | -60.4% | -50.1% |
| 3Y | +191.0% | +116.4% | +74.6% | +64.5% |
| 5Y | -68.3% | +134.3% | -202.6% | -83.3% |
| All | +589.4% | +372.5% | +216.8% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling