+350.4%
SU vs URI
+215.5%
+134.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.3% | +1.3% |
| 7D | +1.6% | +5.0% | -3.4% | +0.3% |
| 30D | +10.7% | -9.4% | +20.1% | +13.4% |
| 3M | +13.5% | -5.8% | +19.3% | +14.5% |
| 6M | +21.8% | +25.8% | -4.0% | +11.9% |
| YTD | +58.8% | +27.9% | +31.0% | +43.4% |
| 1Y | +72.0% | +9.7% | +62.3% | +62.7% |
| 3Y | +121.7% | +128.0% | -6.3% | +50.4% |
| 5Y | +350.4% | +212.4% | +138.0% | +152.0% |
| All | +350.4% | +215.5% | +134.9% | +152.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling