+9.9%
SM vs URA
+356.0%
-346.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.0% |
| 7D | +0.1% | +1.1% | -1.0% | -0.7% |
| 30D | +26.3% | +7.4% | +18.9% | +19.9% |
| 3M | +8.7% | -8.4% | +17.1% | +10.5% |
| 6M | +51.7% | -12.7% | +64.4% | +49.7% |
| YTD | +99.0% | +7.8% | +91.3% | +63.8% |
| 1Y | +34.6% | +19.5% | +15.1% | -3.9% |
| 3Y | -7.8% | +116.4% | -124.2% | -64.8% |
| 5Y | +104.8% | +134.3% | -29.5% | -35.8% |
| All | +9.9% | +356.0% | -346.1% | -77.1% |
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