+1,089.3%
SAP vs URI
+7,134.6%
-6,045.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.3% |
| 7D | -2.9% | -2.0% | -0.9% | -2.4% |
| 30D | +9.0% | -12.9% | +22.0% | +12.5% |
| 3M | +14.9% | -6.7% | +21.7% | +16.1% |
| 6M | +11.9% | +19.0% | -7.1% | +5.2% |
| YTD | -9.9% | +25.5% | -35.4% | -16.4% |
| 1Y | -19.5% | +5.5% | -25.1% | -22.4% |
| 3Y | +61.8% | +111.3% | -49.5% | +28.8% |
| 5Y | +56.2% | +198.6% | -142.4% | +11.9% |
| 10Y | +180.6% | +1,179.9% | -999.3% | +31.3% |
| All | +1,089.3% | +7,134.6% | -6,045.3% | +146.5% |
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