+19.0%
URI vs SMTC
+56.1%
-37.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.2% | -7.6% | +0.2% |
| 7D | -2.0% | +12.7% | -14.7% | -3.8% |
| 30D | -12.9% | +22.0% | -34.9% | -15.9% |
| 3M | -6.7% | -12.7% | +5.9% | -6.2% |
| 6M | +19.0% | +64.8% | -45.8% | +5.4% |
| All | +19.0% | +56.1% | -37.1% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling