-45.9%
SMR vs URI
+266.2%
-312.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.9% | +0.2% | +2.3% |
| 7D | +1.7% | -4.0% | +5.7% | +5.2% |
| 30D | -24.4% | +6.8% | -31.2% | -27.2% |
| 3M | -44.6% | -2.8% | -41.8% | -43.4% |
| 6M | -56.7% | +20.9% | -77.5% | -62.4% |
| YTD | -61.6% | +40.2% | -101.9% | -71.2% |
| 1Y | -82.1% | +34.1% | -116.2% | -86.0% |
| 3Y | +161.5% | +164.1% | -2.6% | +42.4% |
| All | -45.9% | +266.2% | -312.1% | -75.6% |
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