+209.3%
SU vs URA
-29.0%
+238.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.5% |
| 7D | -1.0% | +8.1% | -9.1% | -4.1% |
| 30D | +13.7% | +5.8% | +7.9% | +10.5% |
| 3M | +8.0% | +3.4% | +4.6% | +4.6% |
| 6M | +21.0% | -2.6% | +23.6% | +17.0% |
| YTD | +56.2% | +11.2% | +45.1% | +39.8% |
| 1Y | +72.2% | +19.8% | +52.4% | +44.2% |
| 3Y | +118.1% | +121.5% | -3.4% | +25.1% |
| 5Y | +350.3% | +134.5% | +215.9% | +131.9% |
| 10Y | +248.5% | +376.7% | -128.2% | +10.6% |
| All | +209.3% | -29.0% | +238.2% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling