+27.7%
URA vs SBAC
-40.3%
+68.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +4.7% |
| 7D | -4.1% | +1.2% | -5.3% | -4.4% |
| 30D | -19.0% | +11.2% | -30.2% | -20.8% |
| 3M | -25.1% | +4.5% | -29.6% | -25.9% |
| 6M | -44.5% | -12.2% | -32.3% | -43.4% |
| YTD | -24.3% | -0.1% | -24.2% | -25.3% |
| 1Y | -28.1% | -0.3% | -27.9% | -29.0% |
| 3Y | +40.7% | -8.7% | +49.4% | +37.7% |
| All | +27.7% | -40.3% | +68.0% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling