+125.0%
URI vs SPMO
+161.5%
-36.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.1% |
| 7D | +2.5% | +3.4% | -0.9% | -0.3% |
| 30D | -12.5% | +0.5% | -13.1% | -12.9% |
| 3M | -6.2% | +1.9% | -8.1% | -8.6% |
| 6M | +25.9% | +27.8% | -1.9% | -2.1% |
| YTD | +26.2% | +26.7% | -0.5% | -1.4% |
| 1Y | +5.5% | +28.9% | -23.4% | -19.3% |
| 3Y | +125.0% | +160.7% | -35.7% | -29.4% |
| All | +125.0% | +161.5% | -36.6% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling