+6,893.4%
URI vs SM
+366.4%
+6,527.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.3% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -12.9% | +26.3% | -39.3% | -18.4% |
| 3M | -6.7% | +8.7% | -15.4% | -10.1% |
| 6M | +19.0% | +51.7% | -32.7% | +3.5% |
| YTD | +25.5% | +99.0% | -73.5% | +1.3% |
| 1Y | +5.5% | +34.6% | -29.1% | -6.7% |
| 3Y | +111.3% | -7.8% | +119.1% | +100.2% |
| 5Y | +198.6% | +104.8% | +93.8% | +116.4% |
| 10Y | +1,179.9% | +7.2% | +1,172.7% | +553.3% |
| All | +6,893.4% | +366.4% | +6,527.1% | +2,179.2% |
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 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