+116.3%
SPOT vs URA
+25.3%
+91.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.2% | -3.2% |
| 7D | +1.6% | -4.1% | +5.7% | +2.8% |
| 30D | +17.6% | -19.0% | +36.6% | +24.8% |
| 3M | +26.9% | -25.1% | +52.1% | +37.0% |
| 6M | +41.8% | -44.5% | +86.3% | +68.2% |
| YTD | +3.8% | -24.3% | +28.2% | +5.9% |
| 1Y | -2.5% | -28.1% | +25.7% | +1.0% |
| 3Y | +260.6% | +40.7% | +219.9% | +148.5% |
| All | +116.3% | +25.3% | +91.0% | +34.4% |
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