-12.5%
SPGI vs URI
+7.3%
-19.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.5% |
| 7D | +0.1% | -2.0% | +2.1% | 0.0% |
| 30D | +8.4% | -12.9% | +21.4% | +7.7% |
| 3M | +11.8% | -6.7% | +18.6% | +11.5% |
| 6M | +5.7% | +19.0% | -13.3% | +5.8% |
| YTD | -9.7% | +25.5% | -35.2% | -8.6% |
| 1Y | -12.5% | +5.5% | -18.0% | -12.7% |
| All | -12.5% | +7.3% | -19.7% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling