+109.6%
SYY vs URA
+380.3%
-270.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | -0.2% | +5.7% | -6.0% | -1.2% |
| 30D | -2.7% | +5.6% | -8.3% | -3.8% |
| 3M | +5.9% | +6.2% | -0.3% | +4.2% |
| 6M | -2.3% | -8.2% | +5.9% | -1.9% |
| YTD | +13.1% | +9.7% | +3.4% | +9.2% |
| 1Y | +3.8% | +17.0% | -13.2% | -2.3% |
| 3Y | +26.7% | +118.5% | -91.7% | -0.2% |
| 5Y | +19.4% | +134.3% | -114.9% | -12.4% |
| All | +109.6% | +380.3% | -270.7% | +8.2% |
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