+139.3%
SIRI vs URA
-29.9%
+169.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -3.9% | +5.7% | -9.6% | -5.3% |
| 30D | -0.8% | +5.6% | -6.4% | -2.4% |
| 3M | +4.3% | +6.2% | -1.9% | +1.9% |
| 6M | +34.1% | -8.2% | +42.3% | +35.2% |
| YTD | +47.3% | +9.7% | +37.6% | +39.3% |
| 1Y | +22.9% | +17.0% | +5.9% | +12.5% |
| 3Y | -24.6% | +118.5% | -143.0% | -44.0% |
| 5Y | -43.2% | +134.3% | -177.5% | -60.9% |
| 10Y | -12.3% | +377.5% | -389.8% | -56.3% |
| All | +139.3% | -29.9% | +169.2% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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