+120.5%
URI vs SN
+389.7%
-269.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.9% |
| 7D | -2.0% | -9.3% | +7.4% | +0.7% |
| 30D | -12.9% | -4.8% | -8.2% | -11.8% |
| 3M | -6.7% | +40.4% | -47.2% | -15.9% |
| 6M | +19.0% | +50.9% | -32.0% | +4.4% |
| YTD | +25.5% | +54.9% | -29.4% | +8.8% |
| 1Y | +5.5% | +43.0% | -37.5% | -6.6% |
| All | +120.5% | +389.7% | -269.1% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling