+1,135.8%
URI vs SPYG
+393.2%
+742.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.3% |
| 7D | +6.7% | +2.3% | +4.4% | +4.2% |
| 30D | +8.9% | -6.5% | +15.3% | +17.2% |
| 3M | +0.5% | -6.8% | +7.4% | +8.7% |
| 6M | +20.7% | -3.1% | +23.8% | +24.0% |
| YTD | +40.0% | +8.0% | +32.0% | +25.8% |
| 1Y | +34.4% | +10.2% | +24.2% | +17.9% |
| 3Y | +149.5% | +91.0% | +58.5% | +11.7% |
| 5Y | +205.6% | +67.7% | +137.8% | +60.7% |
| All | +1,135.8% | +393.2% | +742.7% | +66.7% |
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