+2,119.2%
SO vs URI
+7,134.6%
-5,015.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -0.8% |
| 7D | -0.2% | -2.0% | +1.8% | 0.0% |
| 30D | -4.6% | -12.9% | +8.4% | -3.8% |
| 3M | -3.0% | -6.7% | +3.7% | -2.7% |
| 6M | -8.3% | +19.0% | -27.2% | -9.5% |
| YTD | +3.5% | +25.5% | -22.0% | +1.6% |
| 1Y | -0.9% | +5.5% | -6.5% | -1.8% |
| 3Y | +45.4% | +111.3% | -66.0% | +36.8% |
| 5Y | +59.6% | +198.6% | -138.9% | +45.8% |
| 10Y | +156.6% | +1,179.9% | -1,023.3% | +110.5% |
| All | +2,119.2% | +7,134.6% | -5,015.4% | +1,449.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling