+317.1%
SYY vs URA
-31.1%
+348.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -2.3% | +1.1% | -3.4% | -2.5% |
| 30D | -4.9% | +7.4% | -12.3% | -6.2% |
| 3M | +8.4% | -8.4% | +16.8% | +9.3% |
| 6M | -7.4% | -12.7% | +5.4% | -6.3% |
| YTD | +11.0% | +7.8% | +3.2% | +7.9% |
| 1Y | -0.2% | +19.5% | -19.7% | -5.8% |
| 3Y | +23.8% | +116.4% | -92.7% | +1.1% |
| 5Y | +18.1% | +134.3% | -116.1% | -8.5% |
| 10Y | +94.6% | +359.3% | -264.7% | +23.2% |
| All | +317.1% | -31.1% | +348.2% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling