-28.0%
URG vs SPY
+745.8%
-773.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | +3.7% | +0.5% | +3.2% | +3.1% |
| 30D | -0.7% | -0.9% | +0.2% | +0.6% |
| 3M | -14.7% | +3.9% | -18.6% | -18.0% |
| 6M | -2.1% | +14.5% | -16.6% | -15.6% |
| YTD | 0.0% | +12.9% | -12.9% | -12.1% |
| 1Y | -4.1% | +19.4% | -23.5% | -20.8% |
| 3Y | -3.5% | +78.5% | -81.9% | -50.5% |
| 5Y | -7.9% | +81.8% | -89.7% | -51.3% |
| 10Y | +167.3% | +311.5% | -144.2% | -45.5% |
| All | -28.0% | +745.8% | -773.8% | -93.4% |
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