+314.7%
SPYM vs URI
+1,157.2%
-842.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.6% | +2.5% | -1.9% | -0.1% |
| 30D | -0.9% | -12.5% | +11.6% | +2.6% |
| 3M | +3.9% | -6.2% | +10.1% | +5.2% |
| 6M | +14.5% | +25.9% | -11.3% | +5.7% |
| YTD | +13.0% | +26.2% | -13.2% | +3.4% |
| 1Y | +19.4% | +5.5% | +13.9% | +14.7% |
| 3Y | +78.9% | +125.0% | -46.1% | +33.6% |
| 5Y | +82.3% | +210.4% | -128.1% | +20.1% |
| 10Y | +314.7% | +1,157.2% | -842.5% | +82.5% |
| All | +314.7% | +1,157.2% | -842.5% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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