-49.5%
SMR vs URI
+242.6%
-292.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +1.1% | +15.1% | +15.5% |
| 7D | -9.6% | -9.8% | +0.2% | -2.4% |
| 30D | -33.8% | +1.7% | -35.5% | -34.0% |
| 3M | -46.4% | -9.1% | -37.3% | -42.7% |
| 6M | -62.4% | +9.9% | -72.3% | -65.2% |
| YTD | -64.1% | +31.2% | -95.4% | -71.9% |
| 1Y | -84.3% | +25.9% | -110.3% | -87.3% |
| 3Y | +55.8% | +147.4% | -91.6% | -11.3% |
| All | -49.5% | +242.6% | -292.1% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling