+61.9%
SNY vs URA
+346.2%
-284.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.5% |
| 7D | -3.3% | -5.5% | +2.2% | -2.8% |
| 30D | -2.2% | -3.7% | +1.5% | -1.9% |
| 3M | -3.0% | -2.9% | -0.1% | -3.0% |
| 6M | +2.7% | -15.2% | +18.0% | +3.9% |
| YTD | -6.8% | +1.9% | -8.7% | -8.4% |
| 1Y | -5.3% | +6.9% | -12.2% | -8.0% |
| 3Y | -9.8% | +99.6% | -109.4% | -21.4% |
| 5Y | +9.7% | +101.2% | -91.5% | -7.1% |
| All | +61.9% | +346.2% | -284.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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