+743.1%
SW vs URI
+5,167.9%
-4,424.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.4% | +8.4% | +4.6% |
| 7D | +12.1% | -4.3% | +16.4% | +12.6% |
| 30D | +6.6% | +4.6% | +1.9% | +6.0% |
| 3M | -6.0% | -2.1% | -3.9% | -5.9% |
| 6M | +21.5% | +21.9% | -0.5% | +18.7% |
| YTD | +20.3% | +39.7% | -19.4% | +15.6% |
| 1Y | +28.1% | +32.9% | -4.7% | +23.7% |
| 3Y | +51.6% | +155.8% | -104.2% | +37.7% |
| 5Y | -0.1% | +202.4% | -202.6% | -11.4% |
| 10Y | +189.7% | +1,517.7% | -1,328.0% | +123.2% |
| All | +743.1% | +5,167.9% | -4,424.8% | +455.5% |
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