+46.4%
URNJ vs SPY
+92.2%
-45.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.9% |
| 7D | +4.5% | -0.4% | +4.8% | +5.1% |
| 30D | +5.7% | -1.4% | +7.1% | +8.0% |
| 3M | +8.6% | +3.7% | +4.9% | +3.7% |
| 6M | -17.5% | +13.0% | -30.5% | -29.1% |
| YTD | +2.8% | +12.4% | -9.6% | -10.7% |
| 1Y | +9.6% | +18.5% | -9.0% | -10.4% |
| 3Y | +48.4% | +77.6% | -29.2% | -25.3% |
| All | +46.4% | +92.2% | -45.8% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling