+61.5%
SGI vs URA
+128.0%
-66.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +8.5% | +1.1% | +7.5% | +8.3% |
| 30D | +0.7% | +7.4% | -6.7% | -1.4% |
| 3M | +0.6% | -8.4% | +9.0% | +2.3% |
| 6M | -17.9% | -12.7% | -5.2% | -15.8% |
| YTD | -21.2% | +7.8% | -29.0% | -24.0% |
| 1Y | -18.9% | +19.5% | -38.3% | -25.3% |
| 3Y | +52.6% | +116.4% | -63.8% | +11.9% |
| All | +61.5% | +128.0% | -66.5% | +12.2% |
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