+909.6%
SPYG vs URA
-50.4%
+960.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.2% |
| 7D | -1.9% | +0.3% | -2.3% | -2.0% |
| 30D | -9.2% | -14.8% | +5.6% | -5.2% |
| 3M | -6.8% | -25.3% | +18.5% | +0.4% |
| 6M | -2.6% | -39.9% | +37.3% | +10.6% |
| YTD | +7.5% | -22.4% | +29.9% | +12.3% |
| 1Y | +6.7% | -29.0% | +35.6% | +13.9% |
| 3Y | +90.1% | +41.0% | +49.1% | +61.5% |
| 5Y | +69.2% | +38.3% | +30.9% | +39.7% |
| 10Y | +391.9% | +276.1% | +115.8% | +184.0% |
| All | +909.6% | -50.4% | +960.0% | +785.7% |
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