+199.3%
URI vs SITM
+63.2%
+136.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +9.6% | -2.7% | +4.9% |
| 7D | -4.0% | +9.4% | -13.4% | -6.1% |
| 30D | +6.8% | -25.4% | +32.2% | +12.4% |
| 3M | -2.8% | -37.0% | +34.2% | +5.2% |
| 6M | +20.9% | -45.1% | +66.0% | +31.6% |
| YTD | +40.2% | +29.4% | +10.8% | +22.0% |
| 1Y | +34.1% | +39.8% | -5.7% | +13.9% |
| 3Y | +164.1% | +328.2% | -164.1% | +52.3% |
| 5Y | +199.3% | +87.4% | +112.0% | +80.0% |
| All | +199.3% | +63.2% | +136.1% | +80.0% |
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