+79.0%
SPY vs URI
+158.6%
-79.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.8% | +0.5% |
| 7D | -0.9% | +2.4% | -3.3% | -1.4% |
| 30D | -2.4% | +8.9% | -11.2% | -4.1% |
| 3M | -1.2% | +0.8% | -2.0% | -1.6% |
| 6M | +3.3% | +23.1% | -19.8% | -1.7% |
| YTD | +12.3% | +43.1% | -30.8% | +1.8% |
| 1Y | +12.4% | +35.7% | -23.2% | +3.4% |
| All | +79.0% | +158.6% | -79.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling