-7.2%
SYK vs URA
+107.9%
-115.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.8% |
| 7D | -12.3% | -1.5% | -10.8% | -12.3% |
| 30D | -22.4% | -0.4% | -22.1% | -22.5% |
| 3M | -12.3% | +6.3% | -18.6% | -12.7% |
| 6M | -24.3% | -14.0% | -10.3% | -23.9% |
| YTD | -22.8% | +5.3% | -28.1% | -24.0% |
| 1Y | -28.8% | +11.7% | -40.5% | -31.0% |
| All | -7.2% | +107.9% | -115.1% | -24.1% |
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 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