+1.8%
SPGI vs URI
+26.0%
-24.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -0.9% |
| 7D | +0.3% | -9.8% | +10.1% | 0.0% |
| 30D | +18.4% | +1.7% | +16.6% | +18.4% |
| 3M | +15.7% | -9.1% | +24.8% | +15.3% |
| 6M | +17.3% | +9.9% | +7.4% | +17.2% |
| YTD | -4.7% | +31.2% | -35.9% | -4.1% |
| 1Y | +1.8% | +25.9% | -24.1% | +2.9% |
| All | +1.8% | +26.0% | -24.2% | +2.9% |
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