+1,182.4%
URI vs SM
+4.2%
+1,178.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.4% |
| 7D | -6.0% | -19.5% | +13.5% | -1.7% |
| 30D | +4.6% | -20.2% | +24.8% | +9.3% |
| 3M | -2.7% | -6.5% | +3.8% | -2.2% |
| 6M | +18.4% | +1.6% | +16.8% | +15.2% |
| YTD | +37.4% | +61.2% | -23.9% | +18.9% |
| 1Y | +30.4% | +65.4% | -35.0% | +11.8% |
| 3Y | +147.9% | -13.0% | +160.9% | +139.2% |
| 5Y | +202.1% | -4.3% | +206.3% | +173.3% |
| 10Y | +1,182.4% | +3.0% | +1,179.4% | +683.1% |
| All | +1,182.4% | +4.2% | +1,178.2% | +683.1% |
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