-5.9%
SAP vs URI
+33.3%
-39.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +4.3% |
| 7D | +1.3% | -4.3% | +5.6% | +1.4% |
| 30D | +15.5% | +4.6% | +10.9% | +15.2% |
| 3M | +22.8% | -2.1% | +24.9% | +22.5% |
| 6M | +42.5% | +21.9% | +20.5% | +39.5% |
| YTD | +0.5% | +39.7% | -39.2% | -0.3% |
| 1Y | -5.9% | +32.9% | -38.8% | -4.8% |
| All | -5.9% | +33.3% | -39.2% | -4.8% |
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