-64.8%
SPCH vs URI
-2.6%
-62.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +1.1% | +15.7% | +16.0% |
| 7D | -3.0% | -9.8% | +6.8% | +4.0% |
| 30D | -39.8% | +1.7% | -41.6% | -38.9% |
| 3M | +16.8% | -9.1% | +25.9% | +24.4% |
| All | -64.8% | -2.6% | -62.1% | -64.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling