+5.6%
URAA vs SPY
+43.9%
-38.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.6% | -9.2% |
| 7D | -11.7% | -0.8% | -10.9% | -9.9% |
| 30D | -10.3% | -1.1% | -9.2% | -7.1% |
| 3M | -13.5% | +3.9% | -17.4% | -20.5% |
| 6M | -41.6% | +13.6% | -55.3% | -55.5% |
| YTD | -23.6% | +12.7% | -36.3% | -39.4% |
| 1Y | -24.2% | +17.5% | -41.8% | -44.0% |
| All | +5.6% | +43.9% | -38.3% | -45.1% |
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 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