+281.3%
URA vs SPY
+311.8%
-30.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | 0.0% |
| 7D | +2.9% | -0.9% | +3.8% | +4.1% |
| 30D | -10.8% | -2.4% | -8.5% | -8.2% |
| 3M | -25.5% | -1.2% | -24.4% | -24.2% |
| 6M | -41.2% | +3.3% | -44.5% | -42.5% |
| YTD | -21.3% | +12.3% | -33.6% | -28.8% |
| 1Y | -25.7% | +12.4% | -38.2% | -32.7% |
| 3Y | +43.1% | +78.8% | -35.8% | -18.1% |
| 5Y | +35.6% | +75.2% | -39.6% | -20.0% |
| 10Y | +281.3% | +311.1% | -29.8% | -8.1% |
| All | +281.3% | +311.8% | -30.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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