+111.5%
SYY vs URA
+361.2%
-249.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.6% |
| 7D | +1.5% | -1.5% | +3.0% | +1.7% |
| 30D | -2.3% | -0.4% | -1.9% | -2.4% |
| 3M | +5.5% | +6.3% | -0.8% | +3.8% |
| 6M | -1.0% | -14.0% | +13.0% | +0.6% |
| YTD | +14.1% | +5.3% | +8.8% | +11.0% |
| 1Y | +5.6% | +11.7% | -6.1% | +0.2% |
| 3Y | +27.9% | +109.8% | -81.9% | +1.4% |
| 5Y | +22.7% | +108.0% | -85.2% | -7.0% |
| All | +111.5% | +361.2% | -249.7% | +9.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling