+606.3%
URI vs SITM
+4,608.4%
-4,002.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -4.9% | +0.3% |
| 7D | -2.0% | +9.7% | -11.7% | -3.8% |
| 30D | -12.9% | +12.7% | -25.6% | -15.9% |
| 3M | -6.7% | -13.4% | +6.7% | -6.2% |
| 6M | +19.0% | +59.6% | -40.6% | +3.7% |
| YTD | +25.5% | +73.3% | -47.8% | +6.2% |
| 1Y | +5.5% | +165.5% | -160.0% | -19.8% |
| 3Y | +111.3% | +368.7% | -257.4% | +31.2% |
| 5Y | +198.6% | +172.5% | +26.1% | +86.6% |
| All | +606.3% | +4,608.4% | -4,002.1% | +138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling