+1,408.9%
URI vs SPMO
+572.4%
+836.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | 0.0% |
| 7D | -2.0% | +2.0% | -4.0% | -3.9% |
| 30D | -12.9% | -0.4% | -12.6% | -12.7% |
| 3M | -6.7% | -1.9% | -4.8% | -6.5% |
| 6M | +19.0% | +25.0% | -6.0% | -8.4% |
| YTD | +25.5% | +26.0% | -0.5% | -4.7% |
| 1Y | +5.5% | +28.7% | -23.1% | -21.9% |
| 3Y | +111.3% | +160.9% | -49.6% | -28.0% |
| 5Y | +198.6% | +147.9% | +50.6% | +9.5% |
| 10Y | +1,179.9% | +518.9% | +661.0% | +122.0% |
| All | +1,408.9% | +572.4% | +836.5% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling