+303.3%
SYY vs URA
-51.6%
+354.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +1.5% |
| 7D | -7.3% | -4.1% | -3.2% | -6.7% |
| 30D | +0.1% | -19.0% | +19.1% | +3.3% |
| 3M | -8.2% | -25.1% | +16.9% | -4.3% |
| 6M | +6.3% | -44.5% | +50.8% | +15.7% |
| YTD | +7.3% | -24.3% | +31.6% | +10.0% |
| 1Y | +8.5% | -28.1% | +36.6% | +11.8% |
| 3Y | +24.9% | +40.7% | -15.7% | +9.5% |
| 5Y | +8.0% | +35.5% | -27.4% | -7.3% |
| 10Y | +107.2% | +281.2% | -174.0% | +35.3% |
| All | +303.3% | -51.6% | +354.9% | +224.8% |
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