+59.5%
SGI vs URA
+27.8%
+31.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -1.3% |
| 7D | +5.3% | -13.3% | +18.6% | +9.4% |
| 30D | +8.2% | -25.9% | +34.1% | +17.1% |
| 3M | -2.2% | -27.8% | +25.6% | +6.2% |
| 6M | -8.4% | -42.8% | +34.4% | +5.6% |
| YTD | -23.4% | -27.5% | +4.1% | -18.3% |
| 1Y | -14.0% | -35.1% | +21.2% | -5.9% |
| 3Y | +78.8% | +31.1% | +47.7% | +46.5% |
| All | +59.5% | +27.8% | +31.7% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling