+7,128.3%
URI vs SM
+279.2%
+6,849.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.6% | -2.5% | -5.9% |
| 7D | -12.9% | -25.1% | +12.2% | -6.5% |
| 30D | -3.4% | -15.6% | +12.2% | +0.4% |
| 3M | -10.0% | +2.7% | -12.7% | -11.8% |
| 6M | +12.2% | -3.8% | +16.0% | +9.9% |
| YTD | +29.8% | +61.8% | -32.1% | +9.4% |
| 1Y | +24.6% | +71.4% | -46.8% | +3.1% |
| 3Y | +137.6% | -20.7% | +158.3% | +132.6% |
| 5Y | +176.6% | -11.5% | +188.1% | +148.2% |
| 10Y | +1,402.6% | +10.2% | +1,392.4% | +652.0% |
| All | +7,128.3% | +279.2% | +6,849.1% | +2,361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling