+314.6%
SPYM vs URA
+361.2%
-46.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.4% |
| 7D | -2.0% | -1.5% | -0.4% | -1.7% |
| 30D | -1.6% | -0.4% | -1.3% | -1.8% |
| 3M | +4.7% | +6.3% | -1.5% | +2.7% |
| 6M | +12.6% | -14.0% | +26.5% | +15.2% |
| YTD | +11.8% | +5.3% | +6.5% | +7.7% |
| 1Y | +17.5% | +11.7% | +5.9% | +10.2% |
| 3Y | +77.0% | +109.8% | -32.8% | +34.8% |
| 5Y | +82.6% | +108.0% | -25.4% | +33.2% |
| All | +314.6% | +361.2% | -46.7% | +108.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling