+449.0%
URTH vs SPY
+665.1%
-216.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +0.3% | +0.1% | +0.3% | +0.3% |
| 3M | +2.7% | +2.0% | +0.7% | +0.9% |
| 6M | +11.9% | +13.0% | -1.1% | +0.1% |
| YTD | +13.7% | +13.5% | +0.2% | +1.3% |
| 1Y | +20.5% | +20.0% | +0.6% | +2.2% |
| 3Y | +74.4% | +77.2% | -2.8% | +3.5% |
| 5Y | +70.6% | +81.9% | -11.2% | -1.3% |
| 10Y | +243.0% | +314.1% | -71.1% | -2.2% |
| All | +449.0% | +665.1% | -216.1% | +15.4% |
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