-6.0%
SAP vs URI
+34.6%
-40.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -3.9% | +9.3% | -13.2% | -4.1% |
| 30D | +6.5% | +7.6% | -1.1% | +6.1% |
| 3M | +14.7% | +1.0% | +13.6% | +14.2% |
| 6M | +39.9% | +19.8% | +20.1% | +37.4% |
| YTD | -2.0% | +41.9% | -43.8% | -3.0% |
| 1Y | -6.0% | +33.4% | -39.4% | -4.6% |
| All | -6.0% | +34.6% | -40.6% | -4.6% |
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