+4,524.4%
SPGI vs URI
+7,377.6%
-2,853.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.1% | +5.2% | -0.4% |
| 7D | +2.6% | -12.9% | +15.5% | +5.5% |
| 30D | +19.3% | -3.4% | +22.7% | +20.0% |
| 3M | +15.5% | -10.0% | +25.5% | +17.6% |
| 6M | +18.3% | +12.2% | +6.2% | +14.3% |
| YTD | -3.8% | +29.8% | -33.5% | -11.2% |
| 1Y | +1.3% | +24.6% | -23.3% | -5.7% |
| 3Y | +33.6% | +137.6% | -104.0% | +5.4% |
| 5Y | +13.2% | +176.6% | -163.4% | -15.1% |
| 10Y | +346.3% | +1,402.6% | -1,056.3% | +119.5% |
| All | +4,524.4% | +7,377.6% | -2,853.2% | +1,199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling