+363.5%
SE vs URI
+708.1%
-344.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | -0.5% | +6.7% | -7.2% | -3.1% |
| 30D | -20.9% | +8.9% | -29.8% | -23.9% |
| 3M | -38.9% | +0.5% | -39.4% | -39.6% |
| 6M | -19.4% | +20.7% | -40.1% | -27.1% |
| YTD | -40.9% | +40.0% | -81.0% | -51.1% |
| 1Y | -46.2% | +34.4% | -80.6% | -54.7% |
| 3Y | +63.7% | +149.5% | -85.8% | +0.3% |
| 5Y | -77.9% | +205.6% | -283.5% | -87.8% |
| All | +363.5% | +708.1% | -344.6% | +50.0% |
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