+82.7%
SAP vs URI
+136.1%
-53.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.1% | +8.6% | +2.4% |
| 7D | +4.0% | -12.9% | +17.0% | +5.8% |
| 30D | +15.7% | -3.4% | +19.1% | +16.0% |
| 3M | +23.4% | -10.0% | +33.4% | +24.7% |
| 6M | +41.3% | +12.2% | +29.1% | +37.3% |
| YTD | +2.0% | +29.8% | -27.8% | -3.8% |
| 1Y | -5.1% | +24.6% | -29.7% | -9.8% |
| All | +82.7% | +136.1% | -53.4% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling