+203.4%
URI vs SPY
+82.0%
+121.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -12.9% | +0.1% | -13.0% | -13.0% |
| 3M | -6.7% | +2.0% | -8.7% | -9.3% |
| 6M | +19.0% | +13.0% | +6.0% | +0.4% |
| YTD | +25.5% | +13.5% | +12.0% | +5.2% |
| 1Y | +5.5% | +20.0% | -14.4% | -18.2% |
| 3Y | +111.3% | +77.2% | +34.1% | -3.1% |
| All | +203.4% | +82.0% | +121.4% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling