+167.6%
SYK vs URA
+361.2%
-193.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.2% |
| 7D | -12.3% | -1.5% | -10.8% | -12.1% |
| 30D | -22.4% | -0.4% | -22.1% | -22.6% |
| 3M | -12.3% | +6.3% | -18.6% | -13.9% |
| 6M | -24.3% | -14.0% | -10.3% | -23.2% |
| YTD | -22.8% | +5.3% | -28.1% | -25.8% |
| 1Y | -28.8% | +11.7% | -40.5% | -33.6% |
| 3Y | -4.0% | +109.8% | -113.8% | -26.8% |
| 5Y | +3.8% | +108.0% | -104.1% | -24.2% |
| All | +167.6% | +361.2% | -193.7% | +32.1% |
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