+435.2%
URTH vs SPY
+651.2%
-216.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +2.4% | +2.6% | -0.1% | +0.1% |
| 30D | -1.3% | -2.0% | +0.7% | +0.5% |
| 3M | -3.3% | -2.8% | -0.5% | -0.8% |
| 6M | +2.1% | +2.1% | 0.0% | +0.2% |
| YTD | +10.9% | +11.5% | -0.6% | +0.5% |
| 1Y | +13.3% | +13.5% | -0.2% | +1.1% |
| 3Y | +74.2% | +77.7% | -3.5% | +3.1% |
| 5Y | +62.7% | +72.6% | -9.9% | -1.4% |
| 10Y | +242.1% | +308.2% | -66.1% | -1.2% |
| All | +435.2% | +651.2% | -216.0% | +14.4% |
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