+166.7%
SOXX vs URI
+203.0%
-36.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.0% |
| 7D | +9.4% | +6.7% | +2.6% | +5.8% |
| 30D | -13.8% | +8.9% | -22.6% | -17.2% |
| 3M | -18.6% | +0.5% | -19.2% | -18.8% |
| 6M | -15.1% | +20.7% | -35.8% | -22.8% |
| YTD | +49.0% | +40.0% | +9.0% | +21.0% |
| 1Y | +55.3% | +34.4% | +20.9% | +29.1% |
| 3Y | +179.0% | +149.5% | +29.5% | +55.9% |
| All | +166.7% | +203.0% | -36.3% | +19.4% |
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