+68.4%
SAP vs URI
+153.1%
-84.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | +0.6% | +6.7% | -6.1% | -0.2% |
| 30D | +6.5% | +8.9% | -2.3% | +5.1% |
| 3M | +12.2% | +0.5% | +11.7% | +11.8% |
| 6M | +46.1% | +20.7% | +25.4% | +40.7% |
| YTD | -1.6% | +40.0% | -41.7% | -8.1% |
| 1Y | -5.1% | +34.4% | -39.5% | -10.7% |
| 3Y | +68.4% | +149.5% | -81.1% | +43.7% |
| All | +68.4% | +153.1% | -84.8% | +43.7% |
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