+124.9%
URA vs SPY
+82.0%
+42.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +7.4% | +0.1% | +7.3% | +7.5% |
| 3M | -8.4% | +2.0% | -10.4% | -10.0% |
| 6M | -12.7% | +13.0% | -25.7% | -24.4% |
| YTD | +7.8% | +13.5% | -5.8% | -6.9% |
| 1Y | +19.5% | +20.0% | -0.5% | -3.0% |
| 3Y | +116.4% | +77.2% | +39.2% | +8.4% |
| All | +124.9% | +82.0% | +42.9% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling