+194.9%
SO vs URA
+289.1%
-94.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.2% |
| 7D | -0.1% | +0.3% | -0.4% | -0.1% |
| 30D | +8.7% | -14.8% | +23.5% | +9.9% |
| 3M | +3.4% | -25.3% | +28.7% | +5.5% |
| 6M | +3.7% | -39.9% | +43.6% | +7.4% |
| YTD | +10.0% | -22.4% | +32.5% | +10.8% |
| 1Y | +6.6% | -29.0% | +35.6% | +8.1% |
| 3Y | +52.5% | +41.0% | +11.5% | +40.9% |
| 5Y | +76.1% | +38.3% | +37.7% | +60.0% |
| 10Y | +194.9% | +276.1% | -81.2% | +82.7% |
| All | +194.9% | +289.1% | -94.2% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling