+672.8%
URI vs SITM
+3,318.8%
-2,646.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.5% |
| 7D | -6.0% | -0.1% | -5.9% | -6.2% |
| 30D | +4.6% | -27.4% | +32.0% | +10.4% |
| 3M | -2.7% | -35.6% | +32.9% | +4.3% |
| 6M | +18.4% | -46.6% | +65.0% | +28.9% |
| YTD | +37.4% | +25.8% | +11.5% | +22.0% |
| 1Y | +30.4% | +38.2% | -7.9% | +13.1% |
| 3Y | +147.9% | +311.5% | -163.6% | +56.0% |
| 5Y | +202.1% | +94.6% | +107.4% | +100.3% |
| All | +672.8% | +3,318.8% | -2,646.0% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling