+244.8%
SOXX vs URI
+196.6%
+48.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.1% | -0.8% |
| 7D | +3.0% | -0.5% | +3.5% | +3.3% |
| 30D | -3.1% | -13.4% | +10.2% | +4.2% |
| 3M | -4.4% | -6.2% | +1.8% | -1.2% |
| 6M | +52.9% | +28.0% | +24.9% | +32.6% |
| YTD | +72.0% | +23.0% | +49.1% | +49.4% |
| 1Y | +105.1% | +5.5% | +99.6% | +93.2% |
| 3Y | +220.6% | +119.2% | +101.4% | +92.1% |
| 5Y | +244.8% | +201.0% | +43.8% | +58.9% |
| All | +244.8% | +196.6% | +48.2% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling