+11.7%
SPGI vs URI
+166.6%
-154.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +0.3% | -9.8% | +10.1% | +2.3% |
| 30D | +18.4% | +1.7% | +16.6% | +17.8% |
| 3M | +15.7% | -9.1% | +24.8% | +17.6% |
| 6M | +17.3% | +9.9% | +7.4% | +13.5% |
| YTD | -4.7% | +31.2% | -35.9% | -13.1% |
| 1Y | +1.8% | +25.9% | -24.1% | -6.2% |
| 3Y | +31.7% | +147.4% | -115.7% | -6.9% |
| All | +11.7% | +166.6% | -154.8% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling