+148.1%
URG vs SPY
+322.5%
-174.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.8% |
| 7D | -7.9% | -0.8% | -7.1% | -7.0% |
| 30D | -4.4% | -1.1% | -3.4% | -3.0% |
| 3M | -17.8% | +3.9% | -21.7% | -21.2% |
| 6M | -16.8% | +13.6% | -30.4% | -27.7% |
| YTD | -7.2% | +12.7% | -19.9% | -18.4% |
| 1Y | -12.8% | +17.5% | -30.3% | -26.9% |
| 3Y | -12.2% | +76.9% | -89.1% | -54.8% |
| 5Y | -22.3% | +83.6% | -105.9% | -60.0% |
| All | +148.1% | +322.5% | -174.4% | -53.1% |
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 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