+179.2%
URI vs SM
-11.5%
+190.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +0.9% |
| 7D | -9.8% | -25.9% | +16.1% | -3.2% |
| 30D | +1.7% | -15.1% | +16.9% | +5.4% |
| 3M | -9.1% | +4.9% | -13.9% | -11.6% |
| 6M | +9.9% | +6.1% | +3.7% | +4.7% |
| YTD | +31.2% | +63.4% | -32.2% | +7.4% |
| 1Y | +25.9% | +72.5% | -46.5% | +0.9% |
| 3Y | +147.4% | -16.9% | +164.3% | +138.6% |
| All | +179.2% | -11.5% | +190.7% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling