+1,218.8%
URI vs SM
+4.9%
+1,213.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.7% | +9.6% | +7.5% |
| 7D | -4.0% | -22.3% | +18.3% | +1.1% |
| 30D | +6.8% | -21.4% | +28.1% | +11.9% |
| 3M | -2.8% | +1.4% | -4.2% | -4.2% |
| 6M | +20.9% | +0.1% | +20.7% | +18.0% |
| YTD | +40.2% | +59.0% | -18.7% | +21.8% |
| 1Y | +34.1% | +64.3% | -30.3% | +15.2% |
| 3Y | +164.1% | -13.1% | +177.3% | +155.0% |
| 5Y | +199.3% | -13.9% | +213.2% | +176.8% |
| 10Y | +1,218.8% | +1.7% | +1,217.1% | +707.1% |
| All | +1,218.8% | +4.9% | +1,213.9% | +707.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling