+210.4%
URI vs SITM
+168.3%
+42.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +1.0% |
| 7D | +2.5% | +8.4% | -5.8% | +0.8% |
| 30D | -12.5% | -17.4% | +4.9% | -9.3% |
| 3M | -6.2% | -9.8% | +3.6% | -6.3% |
| 6M | +25.9% | +83.0% | -57.1% | +5.1% |
| YTD | +26.2% | +69.6% | -43.4% | +5.5% |
| 1Y | +5.5% | +144.9% | -139.4% | -20.6% |
| 3Y | +125.0% | +429.9% | -304.9% | +27.1% |
| 5Y | +210.4% | +169.2% | +41.3% | +77.7% |
| All | +210.4% | +168.3% | +42.2% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling