+1,182.4%
URI vs SPYG
+385.4%
+797.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.1% |
| 7D | -6.0% | -1.9% | -4.0% | -3.8% |
| 30D | +4.6% | -9.2% | +13.8% | +16.3% |
| 3M | -2.7% | -6.8% | +4.1% | +5.0% |
| 6M | +18.4% | -2.6% | +21.0% | +20.7% |
| YTD | +37.4% | +7.5% | +29.9% | +24.0% |
| 1Y | +30.4% | +6.7% | +23.7% | +18.7% |
| 3Y | +147.9% | +90.1% | +57.8% | +11.7% |
| 5Y | +202.1% | +69.2% | +132.8% | +56.8% |
| 10Y | +1,182.4% | +391.9% | +790.6% | +82.8% |
| All | +1,182.4% | +385.4% | +797.1% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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