+4,062.0%
SYK vs URI
+7,134.6%
-3,072.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.9% |
| 7D | -8.3% | -2.0% | -6.4% | -8.0% |
| 30D | -10.1% | -12.9% | +2.9% | -7.9% |
| 3M | +0.9% | -6.7% | +7.6% | +1.8% |
| 6M | -20.2% | +19.0% | -39.2% | -23.3% |
| YTD | -13.3% | +25.5% | -38.8% | -17.8% |
| 1Y | -22.3% | +5.5% | -27.9% | -24.3% |
| 3Y | +9.7% | +111.3% | -101.6% | -7.2% |
| 5Y | +15.4% | +198.6% | -183.1% | -9.4% |
| 10Y | +192.9% | +1,179.9% | -987.0% | +73.5% |
| All | +4,062.0% | +7,134.6% | -3,072.6% | +1,449.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling