+50.5%
URE vs SPY
+308.5%
-258.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.3% |
| 7D | +0.2% | +3.3% | -3.1% | -4.9% |
| 30D | +11.7% | -2.7% | +14.4% | +16.2% |
| 3M | -0.6% | -1.7% | +1.1% | +1.9% |
| 6M | -1.9% | +3.1% | -5.0% | -8.2% |
| YTD | +18.2% | +11.9% | +6.3% | -3.5% |
| 1Y | +13.7% | +12.0% | +1.7% | -7.4% |
| 3Y | +55.9% | +78.2% | -22.2% | -44.0% |
| 5Y | -27.2% | +73.2% | -100.5% | -71.2% |
| All | +50.5% | +308.5% | -258.0% | -81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling