+308.8%
SPOT vs URA
+252.0%
+56.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -3.0% | +2.9% | -5.8% | -4.0% |
| 30D | +15.2% | -10.8% | +26.0% | +18.9% |
| 3M | +21.6% | -25.5% | +47.1% | +32.3% |
| 6M | +45.2% | -41.2% | +86.4% | +70.1% |
| YTD | +4.9% | -21.3% | +26.2% | +6.3% |
| 1Y | -4.8% | -25.7% | +20.9% | -1.7% |
| 3Y | +256.3% | +43.1% | +213.2% | +156.8% |
| 5Y | +120.2% | +35.6% | +84.6% | +54.0% |
| All | +308.8% | +252.0% | +56.8% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling