+11.1%
SMR vs URA
+118.2%
-107.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.1% | +12.1% | +11.6% |
| 7D | +21.4% | +8.1% | +13.3% | +11.2% |
| 30D | +13.8% | +5.8% | +8.1% | +7.3% |
| 3M | +3.9% | +3.4% | +0.5% | +2.2% |
| 6M | -4.2% | -2.6% | -1.6% | +5.4% |
| YTD | -21.1% | +11.2% | -32.3% | -23.6% |
| 1Y | -67.1% | +19.8% | -86.9% | -68.2% |
| 3Y | +88.9% | +121.5% | -32.6% | +29.1% |
| All | +11.1% | +118.2% | -107.1% | -27.3% |
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