+5,774.8%
URI vs SNY
+245.1%
+5,529.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.9% |
| 7D | +2.5% | -2.7% | +5.3% | +4.0% |
| 30D | -12.5% | -0.7% | -11.9% | -12.3% |
| 3M | -6.2% | -1.6% | -4.6% | -6.0% |
| 6M | +25.9% | +2.3% | +23.6% | +23.3% |
| YTD | +26.2% | -6.0% | +32.2% | +28.8% |
| 1Y | +5.5% | -2.7% | +8.1% | +5.1% |
| 3Y | +125.0% | -7.5% | +132.4% | +118.3% |
| 5Y | +210.4% | +6.7% | +203.7% | +167.4% |
| 10Y | +1,157.2% | +62.3% | +1,094.9% | +716.7% |
| All | +5,774.8% | +245.1% | +5,529.8% | +2,106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling