+199.1%
URI vs SNY
+9.3%
+189.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | -0.5% | -3.6% | +3.1% | +0.3% |
| 30D | -13.4% | -1.9% | -11.4% | -13.0% |
| 3M | -6.2% | -2.0% | -4.3% | -6.0% |
| 6M | +28.0% | +2.5% | +25.4% | +27.0% |
| YTD | +23.0% | -7.0% | +29.9% | +24.4% |
| 1Y | +5.5% | -4.4% | +9.9% | +6.0% |
| 3Y | +119.2% | -8.4% | +127.6% | +118.0% |
| All | +199.1% | +9.3% | +189.8% | +164.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling