+4,479.3%
SPGI vs URI
+7,462.1%
-2,982.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +0.3% | -9.8% | +10.1% | +2.4% |
| 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% | +13.8% |
| YTD | -4.7% | +31.2% | -35.9% | -12.3% |
| 1Y | +1.8% | +25.9% | -24.1% | -5.5% |
| 3Y | +31.7% | +147.4% | -115.7% | +3.0% |
| 5Y | +12.1% | +179.7% | -167.7% | -16.2% |
| 10Y | +341.9% | +1,419.5% | -1,077.6% | +116.8% |
| All | +4,479.3% | +7,462.1% | -2,982.8% | +1,183.3% |
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