+3.0%
SSPC vs URI
-2.6%
+5.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.1% | -18.4% | -16.5% |
| 7D | -4.7% | -9.8% | +5.1% | -9.3% |
| 30D | +36.7% | +1.7% | +35.0% | +37.3% |
| 3M | -49.4% | -9.1% | -40.4% | -51.4% |
| All | +3.0% | -2.6% | +5.6% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling