+101.7%
SMR vs URI
+153.1%
-51.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.2% |
| 7D | -8.3% | +6.7% | -15.0% | -13.1% |
| 30D | -20.1% | +8.9% | -28.9% | -24.9% |
| 3M | -52.7% | +0.5% | -53.2% | -52.9% |
| 6M | -61.0% | +20.7% | -81.7% | -67.4% |
| YTD | -67.1% | +40.0% | -107.2% | -77.6% |
| 1Y | -79.9% | +34.4% | -114.3% | -85.6% |
| 3Y | +101.7% | +149.5% | -47.7% | -31.5% |
| All | +101.7% | +153.1% | -51.4% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling