+33.0%
SPGI vs URI
+136.1%
-103.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.1% | +5.2% | -1.1% |
| 7D | +2.6% | -12.9% | +15.5% | +4.1% |
| 30D | +19.3% | -3.4% | +22.7% | +19.6% |
| 3M | +15.5% | -10.0% | +25.5% | +16.6% |
| 6M | +18.3% | +12.2% | +6.2% | +15.7% |
| YTD | -3.8% | +29.8% | -33.5% | -8.8% |
| 1Y | +1.3% | +24.6% | -23.3% | -3.3% |
| All | +33.0% | +136.1% | -103.1% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling