-80.4%
SMR vs URI
+36.3%
-116.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -2.0% |
| 7D | +1.9% | +2.6% | -0.6% | +0.9% |
| 30D | -21.9% | +9.1% | -31.0% | -24.7% |
| 3M | -47.1% | +1.0% | -48.1% | -47.3% |
| 6M | -60.6% | +23.3% | -84.0% | -64.4% |
| YTD | -63.1% | +43.3% | -106.4% | -73.0% |
| 1Y | -80.4% | +35.9% | -116.4% | -84.4% |
| All | -80.4% | +36.3% | -116.8% | -84.4% |
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 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