+15.6%
SM vs URA
+272.2%
-256.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.8% | +9.0% | +7.3% |
| 7D | +10.6% | +4.5% | +6.1% | +7.3% |
| 30D | -15.0% | -13.4% | -1.5% | -8.6% |
| 3M | +1.7% | -28.4% | +30.1% | +19.6% |
| 6M | +5.9% | -40.5% | +46.3% | +34.0% |
| YTD | +79.0% | -24.3% | +103.3% | +76.6% |
| 1Y | +84.7% | -28.8% | +113.5% | +87.5% |
| 3Y | -3.5% | +37.6% | -41.1% | -51.0% |
| 5Y | +4.9% | +30.7% | -25.7% | -47.5% |
| All | +15.6% | +272.2% | -256.6% | -74.0% |
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 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