+265.2%
SU vs URA
+346.2%
-81.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.1% | +1.0% |
| 7D | +2.2% | -5.5% | +7.7% | +4.2% |
| 30D | +8.4% | -3.7% | +12.1% | +9.3% |
| 3M | +12.1% | -2.9% | +15.0% | +11.6% |
| 6M | +19.7% | -15.2% | +34.9% | +22.4% |
| YTD | +58.4% | +1.9% | +56.5% | +48.2% |
| 1Y | +67.2% | +6.9% | +60.3% | +49.0% |
| 3Y | +125.0% | +99.6% | +25.4% | +40.3% |
| 5Y | +355.1% | +101.2% | +253.9% | +163.6% |
| All | +265.2% | +346.2% | -81.0% | +24.3% |
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