+147.4%
URI vs SBAC
-10.4%
+157.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | -9.8% | +1.2% | -11.0% | -9.9% |
| 30D | +1.7% | +11.2% | -9.4% | +0.5% |
| 3M | -9.1% | +4.5% | -13.5% | -9.6% |
| 6M | +9.9% | -12.2% | +22.0% | +11.9% |
| YTD | +31.2% | -0.1% | +31.3% | +31.6% |
| 1Y | +25.9% | -0.3% | +26.2% | +26.3% |
| 3Y | +147.4% | -8.7% | +156.1% | +149.8% |
| All | +147.4% | -10.4% | +157.8% | +149.8% |
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