+5.7%
SPGI vs URA
-11.5%
+17.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.5% |
| 7D | +0.1% | +1.1% | -0.9% | +0.1% |
| 30D | +8.4% | +7.4% | +1.0% | +8.5% |
| 3M | +11.8% | -8.4% | +20.2% | +12.6% |
| 6M | +5.7% | -12.7% | +18.4% | +6.0% |
| All | +5.7% | -11.5% | +17.2% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling