+1,157.2%
URI vs SM
+12.3%
+1,144.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.3% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | -12.5% | +31.5% | -44.1% | -17.9% |
| 3M | -6.2% | +17.3% | -23.5% | -10.5% |
| 6M | +25.9% | +48.5% | -22.7% | +12.4% |
| YTD | +26.2% | +106.3% | -80.1% | +4.3% |
| 1Y | +5.5% | +47.3% | -41.8% | -6.8% |
| 3Y | +125.0% | -1.4% | +126.4% | +112.2% |
| 5Y | +210.4% | +114.0% | +96.4% | +137.5% |
| 10Y | +1,157.2% | +12.5% | +1,144.7% | +666.9% |
| All | +1,157.2% | +12.3% | +1,144.8% | +666.9% |
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