+7,802.5%
URI vs SMTC
+2,414.5%
+5,388.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +0.4% |
| 7D | +9.3% | +30.5% | -21.2% | +0.5% |
| 30D | +7.6% | -30.9% | +38.5% | +17.9% |
| 3M | +1.0% | -14.7% | +15.7% | +1.6% |
| 6M | +19.8% | -9.6% | +29.4% | +14.3% |
| YTD | +41.9% | +62.1% | -20.2% | +9.5% |
| 1Y | +33.4% | +66.6% | -33.2% | +1.5% |
| 3Y | +156.0% | +718.1% | -562.1% | -2.6% |
| 5Y | +209.5% | +32.8% | +176.7% | +102.9% |
| 10Y | +1,199.8% | +354.1% | +845.6% | +457.0% |
| All | +7,802.5% | +2,414.5% | +5,388.0% | +1,945.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling