+16.0%
SPGI vs URA
+37.5%
-21.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -1.4% | +2.9% | -4.2% | -1.8% |
| 30D | +15.3% | -10.8% | +26.1% | +16.9% |
| 3M | +16.5% | -25.5% | +42.0% | +21.0% |
| 6M | +19.8% | -41.2% | +61.1% | +28.7% |
| YTD | -3.2% | -21.3% | +18.0% | -2.7% |
| 1Y | +1.8% | -25.7% | +27.5% | +3.2% |
| 3Y | +30.6% | +43.1% | -12.5% | +7.7% |
| 5Y | +16.0% | +35.6% | -19.6% | -6.7% |
| All | +16.0% | +37.5% | -21.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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