-35.1%
AUR vs SGI
+47.3%
-82.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.8% |
| 7D | +1.4% | -4.5% | +5.9% | +5.1% |
| 30D | -6.4% | +4.2% | -10.6% | -9.2% |
| 3M | +7.7% | -7.4% | +15.2% | +13.2% |
| 6M | +44.5% | -15.1% | +59.6% | +58.8% |
| YTD | +67.4% | -24.7% | +92.1% | +100.6% |
| 1Y | +15.4% | -21.8% | +37.2% | +30.7% |
| 3Y | +94.8% | +50.0% | +44.8% | +23.4% |
| All | -35.1% | +47.3% | -82.4% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling