-3.6%
SMR vs URI
+227.8%
-231.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.6% |
| 7D | +4.4% | -2.0% | +6.4% | +5.7% |
| 30D | +3.4% | -12.9% | +16.4% | +13.2% |
| 3M | -19.2% | -6.7% | -12.4% | -15.9% |
| 6M | -22.6% | +19.0% | -41.6% | -35.0% |
| YTD | -31.5% | +25.5% | -57.1% | -45.0% |
| 1Y | -73.1% | +5.5% | -78.6% | -75.3% |
| 3Y | +55.0% | +111.3% | -56.4% | -5.6% |
| All | -3.6% | +227.8% | -231.3% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling