+1,246.4%
SAP vs URI
+7,377.6%
-6,131.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.1% | +8.6% | +3.1% |
| 7D | +4.0% | -12.9% | +17.0% | +7.2% |
| 30D | +15.7% | -3.4% | +19.1% | +16.4% |
| 3M | +23.4% | -10.0% | +33.4% | +25.9% |
| 6M | +41.3% | +12.2% | +29.1% | +35.9% |
| YTD | +2.0% | +29.8% | -27.8% | -6.4% |
| 1Y | -5.1% | +24.6% | -29.7% | -12.1% |
| 3Y | +82.1% | +137.6% | -55.4% | +40.9% |
| 5Y | +77.2% | +176.6% | -99.5% | +29.0% |
| 10Y | +233.6% | +1,402.6% | -1,168.9% | +50.3% |
| All | +1,246.4% | +7,377.6% | -6,131.1% | +176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling