+70.8%
SAP vs URI
+166.6%
-95.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.3% | -4.4% |
| 7D | -0.7% | -9.8% | +9.1% | +1.2% |
| 30D | +11.1% | +1.7% | +9.4% | +10.4% |
| 3M | +17.0% | -9.1% | +26.1% | +18.8% |
| 6M | +34.8% | +9.9% | +25.0% | +30.4% |
| YTD | -2.2% | +31.2% | -33.4% | -10.3% |
| 1Y | -6.4% | +25.9% | -32.4% | -13.3% |
| 3Y | +75.1% | +147.4% | -72.2% | +28.7% |
| All | +70.8% | +166.6% | -95.8% | +14.7% |
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 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