+589.4%
SE vs URI
+624.4%
-35.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.5% |
| 7D | -6.1% | -2.0% | -4.1% | -5.4% |
| 30D | -2.5% | -12.9% | +10.5% | +2.8% |
| 3M | +21.7% | -6.7% | +28.4% | +23.4% |
| 6M | +27.0% | +19.0% | +8.0% | +14.2% |
| YTD | -12.1% | +25.5% | -37.7% | -23.6% |
| 1Y | -40.9% | +5.5% | -46.5% | -44.9% |
| 3Y | +191.0% | +111.3% | +79.7% | +92.1% |
| 5Y | -68.3% | +198.6% | -266.8% | -82.1% |
| All | +589.4% | +624.4% | -35.0% | +134.5% |
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