+209.5%
URI vs SPG
+83.3%
+126.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +9.3% | +3.1% | +6.2% | +7.0% |
| 30D | +7.6% | +16.4% | -8.8% | -3.9% |
| 3M | +1.0% | +7.1% | -6.0% | -4.1% |
| 6M | +19.8% | +16.1% | +3.8% | +6.2% |
| YTD | +41.9% | +30.4% | +11.4% | +14.2% |
| 1Y | +33.4% | +33.0% | +0.4% | +5.8% |
| 3Y | +156.0% | +134.6% | +21.4% | +25.0% |
| 5Y | +209.5% | +84.9% | +124.6% | +72.5% |
| All | +209.5% | +83.3% | +126.2% | +72.5% |
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