+36.1%
URI vs SPYG
+9.4%
+26.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +9.3% | +4.2% | +5.1% | +6.8% |
| 30D | +7.6% | -7.4% | +15.0% | +12.0% |
| 3M | +1.0% | -5.3% | +6.3% | +4.0% |
| 6M | +19.8% | -1.2% | +21.0% | +20.3% |
| YTD | +41.9% | +9.0% | +32.9% | +33.4% |
| All | +36.1% | +9.4% | +26.7% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling