+1,271.8%
URI vs SPYG
+412.5%
+859.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | +5.0% | +0.3% | +4.7% | +4.6% |
| 30D | -9.4% | -1.7% | -7.7% | -7.7% |
| 3M | -5.8% | +3.6% | -9.5% | -10.1% |
| 6M | +25.8% | +16.6% | +9.2% | +4.0% |
| YTD | +27.9% | +13.4% | +14.5% | +8.9% |
| 1Y | +9.7% | +19.6% | -9.9% | -12.6% |
| 3Y | +128.0% | +99.8% | +28.2% | -2.6% |
| 5Y | +212.4% | +85.0% | +127.4% | +45.8% |
| 10Y | +1,271.8% | +422.1% | +849.7% | +54.9% |
| All | +1,271.8% | +412.5% | +859.3% | +54.9% |
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