+112.6%
SPOT vs URA
+132.7%
-20.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.6% |
| 7D | -6.5% | +5.7% | -12.2% | -8.2% |
| 30D | +2.2% | +5.6% | -3.4% | 0.0% |
| 3M | +5.4% | +6.2% | -0.8% | +2.1% |
| 6M | -4.0% | -8.2% | +4.2% | -3.4% |
| YTD | -9.9% | +9.7% | -19.6% | -17.0% |
| 1Y | -27.3% | +17.0% | -44.3% | -36.3% |
| 3Y | +236.4% | +118.5% | +117.9% | +111.5% |
| 5Y | +112.6% | +134.3% | -21.7% | +21.9% |
| All | +112.6% | +132.7% | -20.1% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling