-48.0%
SE vs URI
+34.6%
-82.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -1.5% | +9.3% | -10.8% | -2.0% |
| 30D | -22.3% | +7.6% | -29.9% | -22.6% |
| 3M | -41.8% | +1.0% | -42.9% | -41.9% |
| 6M | -22.4% | +19.8% | -42.2% | -24.0% |
| YTD | -41.6% | +41.9% | -83.4% | -46.6% |
| 1Y | -48.0% | +33.4% | -81.4% | -51.4% |
| All | -48.0% | +34.6% | -82.6% | -51.4% |
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