-77.1%
SE vs URI
+194.6%
-271.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.5% |
| 7D | 0.0% | -6.0% | +6.0% | +2.7% |
| 30D | -19.4% | +4.6% | -24.0% | -21.4% |
| 3M | -33.1% | -2.7% | -30.4% | -32.8% |
| 6M | -11.4% | +18.4% | -29.8% | -20.9% |
| YTD | -39.8% | +37.4% | -77.2% | -52.3% |
| 1Y | -50.5% | +30.4% | -80.8% | -59.6% |
| 3Y | +68.9% | +147.9% | -79.0% | -20.2% |
| 5Y | -77.1% | +202.1% | -279.2% | -92.0% |
| All | -77.1% | +194.6% | -271.7% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling