+355.0%
SE vs URI
+725.5%
-370.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.2% | -7.8% | -5.3% |
| 7D | -7.7% | +2.4% | -10.1% | -8.7% |
| 30D | -22.8% | +8.9% | -31.7% | -25.7% |
| 3M | -43.7% | +0.8% | -44.5% | -44.4% |
| 6M | -12.8% | +23.1% | -36.0% | -21.6% |
| YTD | -42.0% | +43.1% | -85.1% | -52.4% |
| 1Y | -48.0% | +35.7% | -83.7% | -56.4% |
| 3Y | +62.7% | +158.2% | -95.5% | -1.8% |
| 5Y | -77.8% | +212.6% | -290.4% | -87.8% |
| All | +355.0% | +725.5% | -370.5% | +46.1% |
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