+974.2%
SPYG vs URA
-31.1%
+1,005.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | -0.4% | +7.4% | -7.8% | -2.6% |
| 3M | +0.5% | -8.4% | +8.9% | +2.4% |
| 6M | +17.5% | -12.7% | +30.2% | +20.3% |
| YTD | +14.3% | +7.8% | +6.6% | +9.6% |
| 1Y | +21.7% | +19.5% | +2.3% | +12.1% |
| 3Y | +98.6% | +116.4% | -17.8% | +50.1% |
| 5Y | +85.1% | +134.3% | -49.2% | +31.4% |
| 10Y | +412.0% | +359.3% | +52.8% | +180.2% |
| All | +974.2% | -31.1% | +1,005.3% | +764.5% |
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