+77.0%
SO vs URA
+33.4%
+43.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.2% |
| 7D | -1.5% | -4.1% | +2.7% | -1.4% |
| 30D | +8.1% | -19.0% | +27.1% | +8.6% |
| 3M | +0.2% | -25.1% | +25.4% | +0.9% |
| 6M | +0.4% | -44.5% | +44.9% | +2.1% |
| YTD | +8.5% | -24.3% | +32.8% | +8.7% |
| 1Y | +4.9% | -28.1% | +33.1% | +5.4% |
| 3Y | +47.9% | +40.7% | +7.2% | +40.8% |
| All | +77.0% | +33.4% | +43.6% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling