+179.2%
URI vs SMTC
+13.5%
+165.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.7% | -11.6% | -1.6% |
| 7D | -9.8% | -19.0% | +9.2% | -6.1% |
| 30D | +1.7% | -46.7% | +48.5% | +14.9% |
| 3M | -9.1% | -23.4% | +14.4% | -6.5% |
| 6M | +9.9% | -13.4% | +23.3% | +7.0% |
| YTD | +31.2% | +40.1% | -8.8% | +11.9% |
| 1Y | +25.9% | +47.7% | -21.7% | +5.5% |
| 3Y | +147.4% | +606.9% | -459.5% | +9.4% |
| All | +179.2% | +13.5% | +165.7% | +141.0% |
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