+2,333.5%
SNPS vs URI
+7,377.6%
-5,044.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.1% | +2.2% | -3.3% |
| 7D | -10.2% | -12.9% | +2.7% | -7.3% |
| 30D | -12.8% | -3.4% | -9.4% | -12.2% |
| 3M | +9.9% | -10.0% | +19.9% | +12.3% |
| 6M | -12.4% | +12.2% | -24.6% | -15.2% |
| YTD | -6.3% | +29.8% | -36.0% | -13.3% |
| 1Y | +7.6% | +24.6% | -17.0% | +0.4% |
| 3Y | -9.8% | +137.6% | -147.4% | -27.7% |
| 5Y | +29.2% | +176.6% | -147.4% | -1.1% |
| 10Y | +663.8% | +1,402.6% | -738.8% | +283.5% |
| All | +2,333.5% | +7,377.6% | -5,044.1% | +436.0% |
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