+278.0%
URNM vs SPY
+168.3%
+109.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -4.0% | +2.6% | -6.6% | -6.6% |
| 30D | -6.6% | -2.0% | -4.6% | -4.3% |
| 3M | -27.2% | -2.8% | -24.5% | -24.5% |
| 6M | -38.0% | +2.1% | -40.1% | -38.7% |
| YTD | -27.8% | +11.5% | -39.3% | -34.5% |
| 1Y | -25.1% | +13.5% | -38.5% | -33.1% |
| 3Y | -8.0% | +77.7% | -85.7% | -48.7% |
| 5Y | -6.7% | +72.6% | -79.3% | -46.0% |
| All | +278.0% | +168.3% | +109.6% | +57.7% |
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