+78.8%
SE vs URI
+161.0%
-82.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.9% | -3.9% | +1.4% |
| 7D | +3.3% | -4.0% | +7.3% | +4.1% |
| 30D | -18.2% | +6.8% | -24.9% | -19.5% |
| 3M | -31.3% | -2.8% | -28.5% | -31.0% |
| 6M | -10.1% | +20.9% | -31.0% | -15.4% |
| YTD | -38.9% | +40.2% | -79.1% | -45.8% |
| 1Y | -48.0% | +34.1% | -82.1% | -53.2% |
| 3Y | +78.8% | +164.1% | -85.3% | +77.0% |
| All | +78.8% | +161.0% | -82.2% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling