+1,537.1%
SOXX vs URI
+1,233.9%
+303.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | -2.1% | +3.4% | +2.3% |
| 30D | -3.6% | -12.4% | +8.8% | +2.2% |
| 3M | -10.2% | -7.3% | -2.9% | -7.1% |
| 6M | +54.2% | +27.2% | +27.0% | +36.9% |
| YTD | +75.2% | +23.0% | +52.3% | +55.7% |
| 1Y | +107.5% | +3.9% | +103.6% | +98.4% |
| 3Y | +226.8% | +121.6% | +105.1% | +118.3% |
| 5Y | +251.2% | +201.1% | +50.2% | +100.5% |
| All | +1,537.1% | +1,233.9% | +303.2% | +467.0% |
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