+203.4%
URI vs SPG
+102.5%
+100.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.3% |
| 7D | -2.0% | -2.4% | +0.4% | -0.3% |
| 30D | -12.9% | -6.8% | -6.1% | -8.4% |
| 3M | -6.7% | +2.7% | -9.4% | -9.4% |
| 6M | +19.0% | +5.5% | +13.5% | +13.3% |
| YTD | +25.5% | +15.7% | +9.8% | +10.8% |
| 1Y | +5.5% | +20.9% | -15.3% | -10.2% |
| 3Y | +111.3% | +112.4% | -1.1% | +12.8% |
| All | +203.4% | +102.5% | +100.9% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling