+1,340.7%
URI vs SM
+8.2%
+1,332.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +0.9% |
| 7D | -9.8% | -25.9% | +16.1% | -4.0% |
| 30D | +1.7% | -15.1% | +16.9% | +5.0% |
| 3M | -9.1% | +4.9% | -13.9% | -11.0% |
| 6M | +9.9% | +6.1% | +3.7% | +5.9% |
| YTD | +31.2% | +63.4% | -32.2% | +13.2% |
| 1Y | +25.9% | +72.5% | -46.5% | +7.0% |
| 3Y | +147.4% | -16.9% | +164.3% | +141.0% |
| 5Y | +179.7% | -10.6% | +190.4% | +156.6% |
| All | +1,340.7% | +8.2% | +1,332.5% | +787.6% |
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