+1,210.8%
URI vs SPY
+311.8%
+899.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.8% | +2.2% |
| 7D | +2.4% | -0.9% | +3.3% | +4.1% |
| 30D | +8.9% | -2.4% | +11.2% | +12.9% |
| 3M | +0.8% | -1.2% | +2.0% | +2.6% |
| 6M | +23.1% | +3.3% | +19.8% | +17.0% |
| YTD | +43.1% | +12.3% | +30.8% | +19.7% |
| 1Y | +35.7% | +12.4% | +23.2% | +13.4% |
| 3Y | +158.2% | +78.8% | +79.4% | +7.0% |
| 5Y | +212.6% | +75.2% | +137.4% | +36.2% |
| 10Y | +1,210.8% | +311.1% | +899.7% | +59.1% |
| All | +1,210.8% | +311.8% | +899.0% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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