+74.1%
SAP vs URI
+199.0%
-124.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.9% | -5.2% | +0.3% |
| 7D | +1.6% | -4.0% | +5.6% | +2.3% |
| 30D | +10.5% | +6.8% | +3.7% | +8.8% |
| 3M | +15.2% | -2.8% | +18.0% | +15.3% |
| 6M | +36.7% | +20.9% | +15.8% | +29.6% |
| YTD | -0.6% | +40.2% | -40.8% | -10.0% |
| 1Y | -4.1% | +34.1% | -38.2% | -12.2% |
| 3Y | +73.2% | +164.1% | -90.9% | +25.6% |
| 5Y | +74.1% | +199.3% | -125.2% | +15.3% |
| All | +74.1% | +199.0% | -124.8% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling