+365.1%
SE vs URI
+648.7%
-283.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.1% | +1.4% | -2.9% |
| 7D | -1.2% | -12.9% | +11.7% | +4.2% |
| 30D | -21.7% | -3.4% | -18.2% | -20.8% |
| 3M | -34.2% | -10.0% | -24.2% | -31.9% |
| 6M | -10.5% | +12.2% | -22.7% | -16.4% |
| YTD | -40.7% | +29.8% | -70.5% | -49.4% |
| 1Y | -52.1% | +24.6% | -76.7% | -58.4% |
| 3Y | +68.9% | +137.6% | -68.7% | +5.4% |
| 5Y | -78.9% | +176.6% | -255.5% | -87.8% |
| All | +365.1% | +648.7% | -283.6% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling