-27.8%
SM vs URA
-51.6%
+23.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -1.8% |
| 7D | -25.9% | -4.1% | -21.8% | -23.8% |
| 30D | -15.1% | -19.0% | +3.9% | -4.0% |
| 3M | +4.9% | -25.1% | +30.0% | +22.1% |
| 6M | +6.1% | -44.5% | +50.6% | +43.6% |
| YTD | +63.4% | -24.3% | +87.7% | +63.7% |
| 1Y | +72.5% | -28.1% | +100.6% | +76.1% |
| 3Y | -16.9% | +40.7% | -57.6% | -57.0% |
| 5Y | -10.6% | +35.5% | -46.1% | -54.9% |
| 10Y | +11.3% | +281.2% | -269.9% | -75.7% |
| All | -27.8% | -51.6% | +23.8% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling