+19.8%
URA vs SPY
+19.4%
+0.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +4.5% |
| 7D | +8.1% | +0.5% | +7.6% | +6.6% |
| 30D | +5.8% | -0.9% | +6.7% | +8.4% |
| 3M | +3.4% | +3.9% | -0.4% | -5.3% |
| 6M | -2.6% | +14.5% | -17.1% | -27.6% |
| YTD | +11.2% | +12.9% | -1.8% | -14.4% |
| 1Y | +19.8% | +19.4% | +0.5% | -22.7% |
| All | +19.8% | +19.4% | +0.4% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling