+33.1%
URI vs SM
+62.4%
-29.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.7% | +9.6% | +6.8% |
| 7D | -4.0% | -22.3% | +18.3% | -4.5% |
| 30D | +6.8% | -21.4% | +28.1% | +6.3% |
| 3M | -2.8% | +1.4% | -4.2% | -2.5% |
| 6M | +20.9% | +0.1% | +20.7% | +21.3% |
| YTD | +40.2% | +59.0% | -18.7% | +27.7% |
| All | +33.1% | +62.4% | -29.3% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling