-48.9%
URE vs SPY
+660.9%
-709.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.7% |
| 7D | -2.6% | +0.1% | -2.7% | -2.9% |
| 30D | -6.4% | +0.1% | -6.5% | -6.5% |
| 3M | -2.8% | +2.0% | -4.8% | -8.6% |
| 6M | -0.6% | +13.0% | -13.6% | -25.4% |
| YTD | +15.4% | +13.5% | +1.9% | -14.6% |
| 1Y | +9.3% | +20.0% | -10.6% | -28.9% |
| 3Y | +30.4% | +77.2% | -46.8% | -65.8% |
| 5Y | -30.0% | +81.9% | -111.9% | -82.5% |
| 10Y | +19.2% | +314.1% | -294.9% | -95.6% |
| All | -48.9% | +660.9% | -709.8% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling