+1,151.9%
URI vs SPY
+308.5%
+843.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.5% |
| 7D | +9.3% | +3.3% | +6.0% | +4.4% |
| 30D | +7.6% | -2.7% | +10.3% | +12.2% |
| 3M | +1.0% | -1.7% | +2.8% | +3.8% |
| 6M | +19.8% | +3.1% | +16.8% | +14.3% |
| YTD | +41.9% | +11.9% | +30.0% | +19.3% |
| 1Y | +33.4% | +12.0% | +21.4% | +12.2% |
| 3Y | +156.0% | +78.2% | +77.9% | +6.7% |
| 5Y | +209.5% | +73.2% | +136.3% | +37.3% |
| All | +1,151.9% | +308.5% | +843.4% | +52.7% |
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