+11.1%
SMR vs URI
+229.5%
-218.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.5% | +14.7% | +14.9% |
| 7D | +21.4% | +2.5% | +18.9% | +19.4% |
| 30D | +13.8% | -12.5% | +26.4% | +24.3% |
| 3M | +3.9% | -6.2% | +10.1% | +7.6% |
| 6M | -4.2% | +25.9% | -30.1% | -22.9% |
| YTD | -21.1% | +26.2% | -47.3% | -36.8% |
| 1Y | -67.1% | +5.5% | -72.6% | -69.8% |
| 3Y | +88.9% | +125.0% | -36.1% | +12.4% |
| All | +11.1% | +229.5% | -218.4% | -46.4% |
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