+13.5%
SPYM vs URA
-29.3%
+42.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +2.6% | -1.5% | +4.1% | +2.8% |
| 30D | -2.0% | -10.4% | +8.4% | -0.3% |
| 3M | -2.8% | -29.6% | +26.8% | +2.6% |
| 6M | +2.2% | -40.3% | +42.4% | +10.0% |
| YTD | +11.5% | -25.5% | +37.0% | +14.6% |
| 1Y | +13.5% | -26.4% | +39.9% | +16.6% |
| All | +13.5% | -29.3% | +42.8% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling