+5.1%
SO vs URA
-32.0%
+37.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -0.9% |
| 7D | -1.5% | -4.1% | +2.7% | -1.6% |
| 30D | +8.1% | -19.0% | +27.1% | +7.5% |
| 3M | +0.2% | -25.1% | +25.4% | -0.3% |
| 6M | +0.4% | -44.5% | +44.9% | -0.2% |
| YTD | +8.5% | -24.3% | +32.8% | +8.7% |
| All | +5.1% | -32.0% | +37.1% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling