+147.9%
URI vs SBAC
-7.1%
+155.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.1% |
| 7D | -6.0% | +3.6% | -9.6% | -6.3% |
| 30D | +4.6% | +4.9% | -0.3% | +4.0% |
| 3M | -2.7% | +6.5% | -9.2% | -3.5% |
| 6M | +18.4% | -11.1% | +29.5% | +20.5% |
| YTD | +37.4% | +0.9% | +36.4% | +37.6% |
| 1Y | +30.4% | -1.6% | +31.9% | +31.1% |
| 3Y | +147.9% | -7.0% | +154.9% | +156.6% |
| All | +147.9% | -7.1% | +155.0% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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