+13.3%
URAA vs SPY
+42.7%
-29.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -6.3% |
| 7D | -4.8% | -2.0% | -2.8% | +0.8% |
| 30D | -4.2% | -1.7% | -2.5% | +1.1% |
| 3M | +2.6% | +4.7% | -2.1% | -7.3% |
| 6M | -39.5% | +12.5% | -52.0% | -52.5% |
| YTD | -18.1% | +11.7% | -29.8% | -33.3% |
| 1Y | -18.2% | +17.5% | -35.7% | -39.0% |
| All | +13.3% | +42.7% | -29.4% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling