+265.7%
SU vs URI
+1,233.8%
-968.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | +1.4% |
| 7D | +1.7% | -0.5% | +2.1% | +1.8% |
| 30D | +9.6% | -13.4% | +23.0% | +15.7% |
| 3M | +11.7% | -6.2% | +17.9% | +13.3% |
| 6M | +21.9% | +28.0% | -6.1% | +6.3% |
| YTD | +58.6% | +23.0% | +35.7% | +38.4% |
| 1Y | +66.5% | +5.5% | +61.0% | +54.2% |
| 3Y | +121.4% | +119.2% | +2.2% | +36.8% |
| 5Y | +355.7% | +201.0% | +154.7% | +129.0% |
| All | +265.7% | +1,233.8% | -968.1% | -2.1% |
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