+379.5%
SE vs URI
+709.3%
-329.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.9% | -3.9% | +0.3% |
| 7D | +3.3% | -4.0% | +7.3% | +4.8% |
| 30D | -18.2% | +6.8% | -24.9% | -20.5% |
| 3M | -31.3% | -2.8% | -28.5% | -31.0% |
| 6M | -10.1% | +20.9% | -31.0% | -18.5% |
| YTD | -38.9% | +40.2% | -79.1% | -49.4% |
| 1Y | -48.0% | +34.1% | -82.1% | -56.1% |
| 3Y | +78.8% | +164.1% | -85.3% | +6.9% |
| 5Y | -77.1% | +199.3% | -276.5% | -87.3% |
| All | +379.5% | +709.3% | -329.8% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling