+202.1%
URI vs SM
-10.9%
+213.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.4% |
| 7D | -6.0% | -19.5% | +13.5% | -1.1% |
| 30D | +4.6% | -20.2% | +24.8% | +10.0% |
| 3M | -2.7% | -6.5% | +3.8% | -2.4% |
| 6M | +18.4% | +1.6% | +16.8% | +14.1% |
| YTD | +37.4% | +61.2% | -23.9% | +12.8% |
| 1Y | +30.4% | +65.4% | -35.0% | +5.7% |
| 3Y | +147.9% | -13.0% | +160.9% | +135.9% |
| 5Y | +202.1% | -4.3% | +206.3% | +168.2% |
| All | +202.1% | -10.9% | +213.0% | +168.2% |
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 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