-73.1%
SMR vs URI
+7.3%
-80.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.2% |
| 7D | +4.4% | -2.0% | +6.4% | +5.2% |
| 30D | +3.4% | -12.9% | +16.4% | +9.8% |
| 3M | -19.2% | -6.7% | -12.4% | -16.8% |
| 6M | -22.6% | +19.0% | -41.6% | -28.7% |
| YTD | -31.5% | +25.5% | -57.1% | -40.9% |
| 1Y | -73.1% | +5.5% | -78.6% | -74.8% |
| All | -73.1% | +7.3% | -80.4% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling