-10.1%
URNJ vs SPY
+90.6%
-100.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.9% |
| 7D | -7.2% | +2.6% | -9.8% | -10.4% |
| 30D | -7.3% | -2.0% | -5.4% | -4.5% |
| 3M | -34.8% | -2.8% | -32.0% | -31.7% |
| 6M | -46.5% | +2.1% | -48.6% | -47.3% |
| YTD | -36.8% | +11.5% | -48.3% | -44.3% |
| 1Y | -32.2% | +13.5% | -45.7% | -41.2% |
| 3Y | -21.7% | +77.7% | -99.4% | -60.4% |
| All | -10.1% | +90.6% | -100.7% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling