+301.7%
SPOT vs URA
+238.6%
+63.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -0.5% |
| 7D | -2.6% | +4.5% | -7.0% | -4.2% |
| 30D | +13.5% | -13.4% | +26.9% | +18.3% |
| 3M | +22.2% | -28.4% | +50.7% | +34.8% |
| 6M | +38.3% | -40.5% | +78.8% | +61.1% |
| YTD | +3.1% | -24.3% | +27.3% | +5.8% |
| 1Y | -7.6% | -28.8% | +21.2% | -3.2% |
| 3Y | +250.0% | +37.6% | +212.4% | +155.6% |
| 5Y | +113.3% | +30.7% | +82.6% | +51.1% |
| All | +301.7% | +238.6% | +63.0% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling