+309.3%
SPY vs URA
+272.2%
+37.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.5% | +0.6% |
| 7D | +3.3% | +4.5% | -1.2% | +2.1% |
| 30D | -2.7% | -13.4% | +10.7% | +0.6% |
| 3M | -1.7% | -28.4% | +26.7% | +5.9% |
| 6M | +3.1% | -40.5% | +43.5% | +15.4% |
| YTD | +11.9% | -24.3% | +36.2% | +16.3% |
| 1Y | +12.0% | -28.8% | +40.8% | +17.9% |
| 3Y | +78.2% | +37.6% | +40.6% | +50.9% |
| 5Y | +73.2% | +30.7% | +42.6% | +43.3% |
| All | +309.3% | +272.2% | +37.1% | +116.1% |
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