+125.0%
URI vs SITM
+409.8%
-284.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.9% |
| 7D | +2.5% | +8.4% | -5.8% | +1.0% |
| 30D | -12.5% | -17.4% | +4.9% | -9.7% |
| 3M | -6.2% | -9.8% | +3.6% | -6.2% |
| 6M | +25.9% | +83.0% | -57.1% | +6.6% |
| YTD | +26.2% | +69.6% | -43.4% | +6.8% |
| 1Y | +5.5% | +144.9% | -139.4% | -19.4% |
| 3Y | +125.0% | +429.9% | -304.9% | +29.5% |
| All | +125.0% | +409.8% | -284.8% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling