+421.1%
URNM vs SPY
+168.9%
+252.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.5% |
| 7D | -4.5% | -2.0% | -2.5% | -2.3% |
| 30D | -1.3% | -1.7% | +0.3% | +0.6% |
| 3M | +6.1% | +4.7% | +1.4% | +1.3% |
| 6M | -20.5% | +12.5% | -33.0% | -29.1% |
| YTD | -0.5% | +11.7% | -12.2% | -10.3% |
| 1Y | +4.6% | +17.5% | -12.9% | -10.3% |
| 3Y | +50.4% | +76.6% | -26.2% | -16.0% |
| 5Y | +51.1% | +82.0% | -30.9% | -16.5% |
| All | +421.1% | +168.9% | +252.2% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling