-48.8%
SE vs URI
+33.3%
-82.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.4% | +8.8% | +4.6% |
| 7D | +6.7% | -4.3% | +11.0% | +6.8% |
| 30D | -17.2% | +4.6% | -21.8% | -17.4% |
| 3M | -28.0% | -2.1% | -25.9% | -27.9% |
| 6M | -6.1% | +21.9% | -28.0% | -8.4% |
| YTD | -37.1% | +39.7% | -76.8% | -42.6% |
| 1Y | -48.8% | +32.9% | -81.6% | -51.9% |
| All | -48.8% | +33.3% | -82.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling