-18.8%
SGI vs URA
+20.2%
-39.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -1.1% |
| 7D | +9.3% | +8.1% | +1.2% | +7.6% |
| 30D | +6.9% | +5.8% | +1.1% | +5.5% |
| 3M | +2.8% | +3.4% | -0.6% | +1.6% |
| 6M | -12.6% | -2.6% | -10.0% | -12.6% |
| YTD | -21.5% | +11.2% | -32.7% | -21.4% |
| 1Y | -18.8% | +19.8% | -38.6% | -20.7% |
| All | -18.8% | +20.2% | -39.0% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling