+131.6%
URI vs SN
+639.7%
-508.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.2% | -6.9% |
| 7D | -12.9% | +3.8% | -16.8% | -13.8% |
| 30D | -3.4% | +17.5% | -21.0% | -7.4% |
| 3M | -10.0% | +19.2% | -29.3% | -14.2% |
| 6M | +12.2% | +84.9% | -72.7% | -5.0% |
| YTD | +29.8% | +94.0% | -64.3% | +7.8% |
| 1Y | +24.6% | +151.3% | -126.7% | -3.4% |
| 3Y | +137.6% | +387.1% | -249.5% | +62.5% |
| All | +131.6% | +639.7% | -508.2% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling