+1,182.4%
URI vs SPG
+117.2%
+1,065.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | -6.0% | +5.6% | -11.6% | -8.8% |
| 30D | +4.6% | +17.6% | -13.0% | -4.5% |
| 3M | -2.7% | +7.5% | -10.2% | -6.6% |
| 6M | +18.4% | +18.5% | -0.2% | +7.0% |
| YTD | +37.4% | +30.9% | +6.4% | +16.9% |
| 1Y | +30.4% | +34.1% | -3.8% | +9.5% |
| 3Y | +147.9% | +135.5% | +12.4% | +51.6% |
| 5Y | +202.1% | +86.5% | +115.5% | +108.1% |
| 10Y | +1,182.4% | +116.1% | +1,066.4% | +613.9% |
| All | +1,182.4% | +117.2% | +1,065.2% | +613.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling