+693.5%
SPY vs URA
-51.6%
+745.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -0.8% |
| 7D | -2.7% | -4.1% | +1.4% | -1.7% |
| 30D | -5.4% | -19.0% | +13.6% | -0.4% |
| 3M | -4.1% | -25.1% | +21.0% | +2.5% |
| 6M | +0.7% | -44.5% | +45.2% | +15.3% |
| YTD | +8.7% | -24.3% | +33.0% | +13.3% |
| 1Y | +10.9% | -28.1% | +39.0% | +16.8% |
| 3Y | +75.0% | +40.7% | +34.3% | +47.8% |
| 5Y | +67.8% | +35.5% | +32.3% | +38.1% |
| 10Y | +312.9% | +281.2% | +31.7% | +132.6% |
| All | +693.5% | -51.6% | +745.1% | +597.8% |
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