-50.7%
SE vs URI
+26.0%
-76.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | +2.0% | -9.8% | +11.8% | +2.5% |
| 30D | -20.0% | +1.7% | -21.7% | -20.0% |
| 3M | -31.8% | -9.1% | -22.7% | -31.4% |
| 6M | -15.9% | +9.9% | -25.7% | -17.2% |
| YTD | -40.6% | +31.2% | -71.9% | -45.6% |
| 1Y | -50.7% | +25.9% | -76.6% | -53.8% |
| All | -50.7% | +26.0% | -76.7% | -53.8% |
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