+375.7%
SO vs URA
-53.7%
+429.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.6% |
| 7D | +0.4% | -13.3% | +13.6% | +1.4% |
| 30D | +9.2% | -25.9% | +35.1% | +11.6% |
| 3M | +1.1% | -27.8% | +28.9% | +3.4% |
| 6M | -1.1% | -42.8% | +41.8% | +2.8% |
| YTD | +9.7% | -27.5% | +37.2% | +11.1% |
| 1Y | +5.5% | -35.1% | +40.6% | +7.8% |
| 3Y | +47.0% | +31.1% | +16.0% | +38.0% |
| 5Y | +77.6% | +29.8% | +47.8% | +64.0% |
| 10Y | +181.0% | +265.1% | -84.1% | +117.9% |
| All | +375.7% | -53.7% | +429.4% | +326.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling