-12.1%
SM vs URA
+33.4%
-45.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -0.4% |
| 7D | -25.9% | -4.1% | -21.8% | -24.8% |
| 30D | -15.1% | -19.0% | +3.9% | -9.5% |
| 3M | +4.9% | -25.1% | +30.0% | +13.5% |
| 6M | +6.1% | -44.5% | +50.6% | +26.0% |
| YTD | +63.4% | -24.3% | +87.7% | +60.7% |
| 1Y | +72.5% | -28.1% | +100.6% | +72.1% |
| 3Y | -16.9% | +40.7% | -57.6% | -51.3% |
| All | -12.1% | +33.4% | -45.5% | -42.0% |
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 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