+1,340.7%
URI vs SPG
+109.7%
+1,231.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | -9.8% | +4.9% | -14.7% | -12.2% |
| 30D | +1.7% | +15.6% | -13.9% | -6.2% |
| 3M | -9.1% | +4.1% | -13.1% | -11.2% |
| 6M | +9.9% | +13.6% | -3.7% | +1.7% |
| YTD | +31.2% | +27.5% | +3.7% | +13.4% |
| 1Y | +25.9% | +32.2% | -6.3% | +6.6% |
| 3Y | +147.4% | +126.0% | +21.4% | +54.9% |
| 5Y | +179.7% | +74.7% | +105.0% | +99.5% |
| All | +1,340.7% | +109.7% | +1,231.0% | +717.6% |
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