+729.1%
SPY vs URA
-31.1%
+760.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +0.1% | +7.4% | -7.3% | -1.9% |
| 3M | +2.0% | -8.4% | +10.4% | +3.6% |
| 6M | +13.0% | -12.7% | +25.7% | +15.3% |
| YTD | +13.5% | +7.8% | +5.8% | +8.8% |
| 1Y | +20.0% | +19.5% | +0.5% | +10.5% |
| 3Y | +77.2% | +116.4% | -39.2% | +34.2% |
| 5Y | +81.9% | +134.3% | -52.4% | +28.8% |
| 10Y | +314.1% | +359.3% | -45.2% | +124.2% |
| All | +729.1% | -31.1% | +760.2% | +569.8% |
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