+2,557.3%
SOXX vs URI
+4,368.4%
-1,811.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +5.6% | +2.5% | +3.1% | +4.7% |
| 30D | -2.7% | -12.5% | +9.8% | +1.7% |
| 3M | -7.5% | -6.2% | -1.3% | -5.4% |
| 6M | +63.5% | +25.9% | +37.6% | +50.1% |
| YTD | +75.7% | +26.2% | +49.5% | +59.8% |
| 1Y | +113.3% | +5.5% | +107.8% | +105.6% |
| 3Y | +227.4% | +125.0% | +102.4% | +143.5% |
| 5Y | +256.2% | +210.4% | +45.7% | +136.5% |
| 10Y | +1,512.5% | +1,157.2% | +355.3% | +547.3% |
| All | +2,557.3% | +4,368.4% | -1,811.1% | +359.1% |
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 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