+32.9%
URI vs SNY
+2.7%
+30.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.7% | -9.1% | -4.8% |
| 7D | -4.3% | +12.4% | -16.7% | -5.7% |
| 30D | +4.6% | +20.1% | -15.5% | +2.1% |
| 3M | -2.1% | +11.2% | -13.3% | -3.4% |
| 6M | +21.9% | +9.5% | +12.4% | +20.3% |
| YTD | +39.7% | +3.4% | +36.3% | +39.6% |
| 1Y | +32.9% | +2.0% | +30.8% | +33.7% |
| All | +32.9% | +2.7% | +30.1% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling