+179.2%
URI vs SFM
+105.4%
+73.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +6.0% | +1.8% |
| 7D | -9.8% | -1.2% | -8.6% | -9.7% |
| 30D | +1.7% | -24.8% | +26.5% | +5.3% |
| 3M | -9.1% | -43.7% | +34.6% | -1.6% |
| 6M | +9.9% | -37.3% | +47.1% | +16.0% |
| YTD | +31.2% | -38.4% | +69.6% | +37.9% |
| 1Y | +25.9% | -36.9% | +62.9% | +31.5% |
| 3Y | +147.4% | +20.7% | +126.7% | +116.0% |
| All | +179.2% | +105.4% | +73.8% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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