+349.1%
SO vs URA
-31.1%
+380.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -0.2% | +1.1% | -1.2% | -0.2% |
| 30D | -4.6% | +7.4% | -12.0% | -5.2% |
| 3M | -3.0% | -8.4% | +5.4% | -2.6% |
| 6M | -8.3% | -12.7% | +4.5% | -7.7% |
| YTD | +3.5% | +7.8% | -4.3% | +1.9% |
| 1Y | -0.9% | +19.5% | -20.4% | -3.8% |
| 3Y | +45.4% | +116.4% | -71.1% | +30.9% |
| 5Y | +59.6% | +134.3% | -74.7% | +39.4% |
| 10Y | +156.6% | +359.3% | -202.6% | +95.9% |
| All | +349.1% | -31.1% | +380.2% | +290.8% |
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