-48.1%
SMR vs URI
+258.6%
-306.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -2.0% | -2.6% |
| 7D | -2.8% | -6.0% | +3.2% | +2.1% |
| 30D | -27.5% | +4.6% | -32.1% | -29.1% |
| 3M | -43.1% | -2.7% | -40.4% | -42.0% |
| 6M | -58.4% | +18.4% | -76.8% | -63.4% |
| YTD | -63.2% | +37.4% | -100.5% | -72.0% |
| 1Y | -81.6% | +30.4% | -112.0% | -85.4% |
| 3Y | +149.8% | +147.9% | +1.9% | +40.6% |
| All | -48.1% | +258.6% | -306.7% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling