+303.7%
SYY vs URA
-49.7%
+353.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | 0.0% | +2.9% | -2.9% | -0.5% |
| 30D | -2.2% | -10.8% | +8.6% | -0.6% |
| 3M | -8.0% | -25.5% | +17.5% | -4.1% |
| 6M | +7.5% | -41.2% | +48.7% | +15.9% |
| YTD | +7.4% | -21.3% | +28.7% | +9.4% |
| 1Y | +4.9% | -25.7% | +30.6% | +7.5% |
| 3Y | +24.1% | +43.1% | -19.0% | +8.6% |
| 5Y | +13.4% | +35.6% | -22.2% | -2.5% |
| 10Y | +87.5% | +281.3% | -193.8% | +22.3% |
| All | +303.7% | -49.7% | +353.4% | +223.0% |
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