+3,915.7%
URI vs SBAC
+2,252.5%
+1,663.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.2% | -5.9% | -6.9% |
| 7D | -12.9% | +4.4% | -17.4% | -13.7% |
| 30D | -3.4% | +13.8% | -17.2% | -5.9% |
| 3M | -10.0% | +9.0% | -19.0% | -11.7% |
| 6M | +12.2% | -10.0% | +22.2% | +13.5% |
| YTD | +29.8% | +1.8% | +27.9% | +27.6% |
| 1Y | +24.6% | +1.1% | +23.5% | +22.6% |
| 3Y | +137.6% | -9.5% | +147.1% | +136.2% |
| 5Y | +176.6% | -39.0% | +215.6% | +194.6% |
| 10Y | +1,402.6% | +101.1% | +1,301.4% | +1,170.9% |
| All | +3,915.7% | +2,252.5% | +1,663.3% | +2,344.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling