+214.8%
SAP vs URI
+1,374.0%
-1,159.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.3% | -4.4% |
| 7D | -0.7% | -9.8% | +9.1% | +1.6% |
| 30D | +11.1% | +1.7% | +9.4% | +10.4% |
| 3M | +17.0% | -9.1% | +26.1% | +19.1% |
| 6M | +34.8% | +9.9% | +25.0% | +30.1% |
| YTD | -2.2% | +31.2% | -33.4% | -11.0% |
| 1Y | -6.4% | +25.9% | -32.4% | -14.0% |
| 3Y | +75.1% | +147.4% | -72.2% | +30.1% |
| 5Y | +69.8% | +179.7% | -109.9% | +18.1% |
| All | +214.8% | +1,374.0% | -1,159.2% | +56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling