+204.5%
URI vs SBAC
-39.6%
+244.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | +6.7% | +0.6% | +6.1% | +6.5% |
| 30D | +8.9% | +5.5% | +3.4% | +7.2% |
| 3M | +0.5% | +3.1% | -2.5% | -0.6% |
| 6M | +20.7% | -7.0% | +27.7% | +22.0% |
| YTD | +40.0% | +0.5% | +39.5% | +37.8% |
| 1Y | +34.4% | +0.2% | +34.2% | +32.3% |
| 3Y | +149.5% | -7.4% | +156.8% | +144.2% |
| All | +204.5% | -39.6% | +244.1% | +239.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling