-19.5%
SAP vs URI
+7.3%
-26.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.9% |
| 7D | -2.9% | -2.0% | -0.9% | -2.8% |
| 30D | +9.0% | -12.9% | +22.0% | +9.4% |
| 3M | +14.9% | -6.7% | +21.7% | +14.9% |
| 6M | +11.9% | +19.0% | -7.1% | +10.2% |
| YTD | -9.9% | +25.5% | -35.4% | -10.3% |
| 1Y | -19.5% | +5.5% | -25.1% | -18.9% |
| All | -19.5% | +7.3% | -26.8% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling