+2,898.8%
SU vs URI
+7,970.4%
-5,071.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +1.7% | +6.7% | -5.0% | -0.1% |
| 30D | -7.9% | +8.9% | -16.7% | -10.1% |
| 3M | +7.5% | +0.5% | +7.0% | +6.8% |
| 6M | +7.2% | +20.7% | -13.4% | +1.0% |
| YTD | +60.9% | +40.0% | +20.9% | +43.2% |
| 1Y | +63.6% | +34.4% | +29.2% | +47.0% |
| 3Y | +128.9% | +149.5% | -20.6% | +70.5% |
| 5Y | +228.3% | +205.6% | +22.7% | +127.6% |
| 10Y | +240.6% | +1,183.1% | -942.6% | +64.9% |
| All | +2,898.8% | +7,970.4% | -5,071.6% | +727.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling