+12.2%
URI vs SM
-3.8%
+16.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.6% | -2.5% | -7.4% |
| 7D | -12.9% | -25.1% | +12.2% | -15.1% |
| 30D | -3.4% | -15.6% | +12.2% | -4.3% |
| 3M | -10.0% | +2.7% | -12.7% | -8.1% |
| 6M | +12.2% | -3.8% | +16.0% | +16.0% |
| All | +12.2% | -3.8% | +16.0% | +16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling