+8.3%
URI vs SITM
+143.7%
-135.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.8% |
| 7D | +2.5% | +8.4% | -5.8% | +1.6% |
| 30D | -12.5% | -17.4% | +4.9% | -10.8% |
| 3M | -6.2% | -9.8% | +3.6% | -5.9% |
| 6M | +25.9% | +83.0% | -57.1% | +13.9% |
| YTD | +26.2% | +69.6% | -43.4% | +13.5% |
| All | +8.3% | +143.7% | -135.4% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling