+1,512.7%
SPGI vs URA
-51.6%
+1,564.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.9% |
| 7D | +0.3% | -4.1% | +4.4% | +1.1% |
| 30D | +18.4% | -19.0% | +37.4% | +23.5% |
| 3M | +15.7% | -25.1% | +40.8% | +22.2% |
| 6M | +17.3% | -44.5% | +61.8% | +31.3% |
| YTD | -4.7% | -24.3% | +19.6% | -2.4% |
| 1Y | +1.8% | -28.1% | +29.9% | +5.1% |
| 3Y | +31.7% | +40.7% | -9.0% | +9.2% |
| 5Y | +12.1% | +35.5% | -23.4% | -9.4% |
| 10Y | +341.9% | +281.2% | +60.8% | +142.1% |
| All | +1,512.7% | -51.6% | +1,564.3% | +1,181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling