+40.8%
URAN vs SPY
+36.7%
+4.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.6% |
| 7D | -6.1% | -0.8% | -5.3% | -5.3% |
| 30D | -4.1% | -1.1% | -3.0% | -2.9% |
| 3M | -3.1% | +3.9% | -7.0% | -7.2% |
| 6M | -19.3% | +13.6% | -32.9% | -29.6% |
| YTD | -9.3% | +12.7% | -21.9% | -20.0% |
| 1Y | -4.4% | +17.5% | -21.9% | -18.7% |
| All | +40.8% | +36.7% | +4.0% | +8.7% |
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 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