-49.7%
SE vs URI
+32.9%
-82.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.9% | -3.9% | +2.5% |
| 7D | +3.3% | -4.0% | +7.3% | +3.4% |
| 30D | -18.2% | +6.8% | -24.9% | -18.5% |
| 3M | -31.3% | -2.8% | -28.5% | -31.2% |
| 6M | -10.1% | +20.9% | -31.0% | -12.2% |
| YTD | -38.9% | +40.2% | -79.1% | -44.2% |
| All | -49.7% | +32.9% | -82.6% | -52.7% |
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