+4,328.6%
URI vs SPYG
+564.9%
+3,763.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.8% |
| 7D | -2.0% | +0.4% | -2.4% | -2.4% |
| 30D | -12.9% | -0.4% | -12.5% | -12.5% |
| 3M | -6.7% | +0.5% | -7.3% | -7.9% |
| 6M | +19.0% | +17.5% | +1.5% | -2.8% |
| YTD | +25.5% | +14.3% | +11.2% | +5.5% |
| 1Y | +5.5% | +21.7% | -16.2% | -18.0% |
| 3Y | +111.3% | +98.6% | +12.7% | -8.7% |
| 5Y | +198.6% | +85.1% | +113.4% | +39.1% |
| 10Y | +1,179.9% | +412.0% | +767.9% | +84.2% |
| All | +4,328.6% | +564.9% | +3,763.7% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling