+203.4%
URI vs SMTC
+91.8%
+111.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.2% | -7.6% | -0.4% |
| 7D | -2.0% | +12.7% | -14.7% | -4.6% |
| 30D | -12.9% | +22.0% | -34.9% | -17.5% |
| 3M | -6.7% | -12.7% | +5.9% | -6.0% |
| 6M | +19.0% | +64.8% | -45.8% | +1.4% |
| YTD | +25.5% | +100.7% | -75.2% | +1.0% |
| 1Y | +5.5% | +146.9% | -141.4% | -20.4% |
| 3Y | +111.3% | +456.8% | -345.5% | +7.5% |
| All | +203.4% | +91.8% | +111.6% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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