+311.5%
SPY vs URA
+371.9%
-60.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -1.3% |
| 7D | +0.5% | +8.1% | -7.6% | -1.3% |
| 30D | -0.9% | +5.8% | -6.7% | -2.5% |
| 3M | +3.9% | +3.4% | +0.4% | +2.5% |
| 6M | +14.5% | -2.6% | +17.1% | +13.7% |
| YTD | +12.9% | +11.2% | +1.8% | +7.4% |
| 1Y | +19.4% | +19.8% | -0.5% | +10.0% |
| 3Y | +78.5% | +121.5% | -43.0% | +34.5% |
| 5Y | +81.8% | +134.5% | -52.7% | +28.5% |
| 10Y | +311.5% | +376.7% | -65.2% | +112.0% |
| All | +311.5% | +371.9% | -60.4% | +112.0% |
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