+4.2%
SM vs URA
+25.6%
-21.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +9.4% | -1.5% | +10.9% | +9.6% |
| 30D | -14.4% | -10.4% | -4.0% | -11.8% |
| 3M | +1.6% | -29.6% | +31.2% | +11.9% |
| 6M | +6.3% | -40.3% | +46.6% | +22.2% |
| YTD | +78.8% | -25.5% | +104.3% | +76.2% |
| 1Y | +83.1% | -26.4% | +109.6% | +80.0% |
| 3Y | -5.9% | +31.4% | -37.3% | -42.3% |
| All | +4.2% | +25.6% | -21.4% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling