+149.5%
URI vs SM
-3.9%
+153.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +6.7% | +9.4% | -2.7% | +4.6% |
| 30D | +8.9% | -14.4% | +23.2% | +11.9% |
| 3M | +0.5% | +1.6% | -1.0% | -1.1% |
| 6M | +20.7% | +6.3% | +14.3% | +15.7% |
| YTD | +40.0% | +78.8% | -38.7% | +10.8% |
| 1Y | +34.4% | +83.1% | -48.7% | +5.0% |
| 3Y | +149.5% | -5.9% | +155.4% | +128.2% |
| All | +149.5% | -3.9% | +153.4% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling