+338.6%
SPGI vs URI
+1,189.9%
-851.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -0.8% | +9.3% | -10.2% | -3.2% |
| 30D | +14.3% | +7.6% | +6.7% | +11.8% |
| 3M | +14.5% | +1.0% | +13.5% | +13.5% |
| 6M | +17.3% | +19.8% | -2.6% | +10.2% |
| YTD | -4.6% | +41.9% | -46.4% | -16.1% |
| 1Y | +0.8% | +33.4% | -32.6% | -9.9% |
| 3Y | +28.8% | +156.0% | -127.3% | -9.3% |
| 5Y | +14.0% | +209.5% | -195.6% | -26.8% |
| All | +338.6% | +1,189.9% | -851.3% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling