-0.7%
SPGI vs URI
+33.7%
-34.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | -0.8% | +9.3% | -10.2% | -0.6% |
| 30D | +14.3% | +7.6% | +6.7% | +14.4% |
| 3M | +14.5% | +1.0% | +13.5% | +14.4% |
| 6M | +17.3% | +19.8% | -2.6% | +17.4% |
| YTD | -4.6% | +41.9% | -46.4% | -4.2% |
| All | -0.7% | +33.7% | -34.3% | +0.4% |
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