+91.8%
AUR vs SGI
+50.3%
+41.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -0.4% |
| 7D | +0.2% | -4.9% | +5.1% | +3.7% |
| 30D | -8.9% | +1.6% | -10.5% | -9.8% |
| 3M | +4.6% | -3.2% | +7.8% | +5.6% |
| 6M | +44.9% | -16.0% | +60.9% | +59.7% |
| YTD | +64.8% | -25.4% | +90.3% | +97.0% |
| 1Y | +16.4% | -21.6% | +37.9% | +30.3% |
| All | +91.8% | +50.3% | +41.6% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling