+167.6%
SYK vs URI
+1,233.8%
-1,066.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -0.9% |
| 7D | -12.3% | -0.5% | -11.8% | -12.2% |
| 30D | -22.4% | -13.4% | -9.1% | -19.5% |
| 3M | -12.3% | -6.2% | -6.1% | -11.3% |
| 6M | -24.3% | +28.0% | -52.3% | -30.4% |
| YTD | -22.8% | +23.0% | -45.7% | -28.8% |
| 1Y | -28.8% | +5.5% | -34.3% | -31.6% |
| 3Y | -4.0% | +119.2% | -123.2% | -28.7% |
| 5Y | +3.8% | +201.0% | -197.2% | -32.5% |
| All | +167.6% | +1,233.8% | -1,066.2% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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