-48.0%
SMR vs URI
+274.2%
-322.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -2.7% |
| 7D | +1.9% | +2.6% | -0.6% | +0.8% |
| 30D | -21.9% | +9.1% | -31.0% | -25.9% |
| 3M | -47.1% | +1.0% | -48.1% | -47.5% |
| 6M | -60.6% | +23.3% | -84.0% | -66.4% |
| YTD | -63.1% | +43.3% | -106.4% | -72.8% |
| 1Y | -80.4% | +35.9% | -116.4% | -84.9% |
| 3Y | +150.2% | +158.6% | -8.4% | +36.7% |
| All | -48.0% | +274.2% | -322.2% | -76.9% |
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