+297.9%
SPY vs URA
+283.4%
+14.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -0.7% |
| 7D | -2.7% | -4.1% | +1.4% | -1.7% |
| 30D | -5.4% | -19.0% | +13.6% | -0.7% |
| 3M | -4.1% | -25.1% | +21.0% | +2.2% |
| 6M | +0.7% | -44.5% | +45.2% | +14.7% |
| YTD | +8.7% | -24.3% | +33.0% | +13.0% |
| 1Y | +10.9% | -28.1% | +39.0% | +16.5% |
| 3Y | +75.0% | +40.7% | +34.3% | +47.4% |
| 5Y | +67.8% | +35.5% | +32.3% | +37.4% |
| All | +297.9% | +283.4% | +14.5% | +111.3% |
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 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