+1,186.3%
URI vs SNY
+64.5%
+1,121.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.1% | -3.3% | +1.3% | -0.8% |
| 30D | -12.4% | -2.2% | -10.3% | -11.7% |
| 3M | -7.3% | -3.0% | -4.2% | -6.6% |
| 6M | +27.2% | +2.7% | +24.5% | +25.2% |
| YTD | +23.0% | -6.8% | +29.8% | +25.4% |
| 1Y | +3.9% | -5.3% | +9.2% | +4.9% |
| 3Y | +121.6% | -9.8% | +131.4% | +120.0% |
| 5Y | +201.1% | +9.7% | +191.4% | +158.8% |
| All | +1,186.3% | +64.5% | +1,121.8% | +786.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling