-9.9%
SNY vs URA
+107.9%
-117.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | -0.2% |
| 7D | -3.6% | -1.5% | -2.1% | -3.6% |
| 30D | -1.9% | -0.4% | -1.6% | -1.9% |
| 3M | -2.0% | +6.3% | -8.2% | -2.1% |
| 6M | +2.5% | -14.0% | +16.5% | +3.0% |
| YTD | -7.0% | +5.3% | -12.3% | -7.6% |
| 1Y | -4.4% | +11.7% | -16.1% | -5.8% |
| All | -9.9% | +107.9% | -117.7% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling