-81.4%
SMR vs URI
+34.6%
-116.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.0% | -6.8% | -7.3% |
| 7D | +10.3% | +9.3% | +1.0% | +5.3% |
| 30D | -25.7% | +7.6% | -33.3% | -27.8% |
| 3M | -49.7% | +1.0% | -50.8% | -49.8% |
| 6M | -59.8% | +19.8% | -79.7% | -63.1% |
| YTD | -66.0% | +41.9% | -107.8% | -75.1% |
| 1Y | -81.4% | +33.4% | -114.8% | -84.9% |
| All | -81.4% | +34.6% | -116.0% | -84.9% |
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 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