+196.4%
SO vs URI
+1,173.3%
-976.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | +1.4% | +6.7% | -5.4% | +0.7% |
| 30D | +4.7% | +8.9% | -4.2% | +3.7% |
| 3M | +1.7% | +0.5% | +1.2% | +1.5% |
| 6M | +2.2% | +20.7% | -18.5% | -0.1% |
| YTD | +10.0% | +40.0% | -30.1% | +5.3% |
| 1Y | +6.0% | +34.4% | -28.4% | +1.9% |
| 3Y | +54.1% | +149.5% | -95.4% | +35.2% |
| 5Y | +79.6% | +205.6% | -125.9% | +50.5% |
| All | +196.4% | +1,173.3% | -976.9% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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