+4,529.0%
URI vs SPYG
+513.6%
+4,015.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.1% |
| 7D | -9.8% | -3.6% | -6.1% | -5.9% |
| 30D | +1.7% | -11.2% | +12.9% | +16.3% |
| 3M | -9.1% | -8.1% | -1.0% | -0.1% |
| 6M | +9.9% | -3.3% | +13.1% | +12.8% |
| YTD | +31.2% | +5.5% | +25.7% | +20.6% |
| 1Y | +25.9% | +7.0% | +19.0% | +13.8% |
| 3Y | +147.4% | +89.5% | +57.9% | +12.2% |
| 5Y | +179.7% | +63.3% | +116.5% | +50.6% |
| 10Y | +1,419.5% | +395.1% | +1,024.4% | +126.0% |
| All | +4,529.0% | +513.6% | +4,015.4% | +297.5% |
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