+3.0%
SM vs URA
+289.1%
-286.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -2.8% |
| 7D | -19.5% | +0.3% | -19.8% | -19.6% |
| 30D | -20.2% | -14.8% | -5.4% | -13.1% |
| 3M | -6.5% | -25.3% | +18.8% | +7.8% |
| 6M | +1.6% | -39.9% | +41.5% | +28.3% |
| YTD | +61.2% | -22.4% | +83.7% | +57.6% |
| 1Y | +65.4% | -29.0% | +94.3% | +69.2% |
| 3Y | -13.0% | +41.0% | -54.0% | -56.3% |
| 5Y | -4.3% | +38.3% | -42.6% | -54.0% |
| 10Y | +3.0% | +276.1% | -273.0% | -77.2% |
| All | +3.0% | +289.1% | -286.0% | -77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling