+311.0%
SPYM vs URA
+266.3%
+44.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +2.6% | -1.5% | +4.1% | +2.9% |
| 30D | -2.0% | -10.4% | +8.4% | +0.5% |
| 3M | -2.8% | -29.6% | +26.8% | +5.2% |
| 6M | +2.2% | -40.3% | +42.4% | +14.4% |
| YTD | +11.5% | -25.5% | +37.0% | +16.4% |
| 1Y | +13.5% | -26.4% | +39.9% | +18.5% |
| 3Y | +78.0% | +31.4% | +46.6% | +52.4% |
| 5Y | +73.1% | +28.6% | +44.6% | +43.6% |
| All | +311.0% | +266.3% | +44.7% | +114.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling