-35.0%
AUR vs SGI
+83.1%
-118.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +1.2% |
| 7D | +11.1% | +0.6% | +10.5% | +10.7% |
| 30D | -6.9% | +5.5% | -12.4% | -10.3% |
| 3M | +5.5% | -3.6% | +9.1% | +7.0% |
| 6M | +41.0% | -15.0% | +56.0% | +54.3% |
| YTD | +69.3% | -23.0% | +92.3% | +97.3% |
| 1Y | +14.0% | -18.4% | +32.4% | +24.3% |
| 3Y | +90.1% | +57.8% | +32.3% | +22.9% |
| 5Y | -34.4% | +51.5% | -85.9% | -65.5% |
| All | -35.0% | +83.1% | -118.1% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling