+376.7%
URA vs SBAC
+76.8%
+299.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +8.1% | -0.1% | +8.2% | +8.1% |
| 30D | +5.8% | +3.2% | +2.5% | +5.0% |
| 3M | +3.4% | -5.1% | +8.5% | +4.2% |
| 6M | -2.6% | -2.1% | -0.5% | -3.2% |
| YTD | +11.2% | -0.5% | +11.7% | +9.7% |
| 1Y | +19.8% | +1.1% | +18.7% | +17.6% |
| 3Y | +121.5% | -7.4% | +128.9% | +116.1% |
| 5Y | +134.5% | -44.3% | +178.8% | +164.6% |
| 10Y | +376.7% | +77.6% | +299.1% | +364.4% |
| All | +376.7% | +76.8% | +299.9% | +364.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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