+733.2%
SGI vs URA
-31.1%
+764.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +8.5% | +1.1% | +7.5% | +8.1% |
| 30D | +0.7% | +7.4% | -6.7% | -2.2% |
| 3M | +0.6% | -8.4% | +9.0% | +2.9% |
| 6M | -17.9% | -12.7% | -5.2% | -15.0% |
| YTD | -21.2% | +7.8% | -29.0% | -25.6% |
| 1Y | -18.9% | +19.5% | -38.3% | -28.0% |
| 3Y | +52.6% | +116.4% | -63.8% | +0.9% |
| 5Y | +60.7% | +134.3% | -73.6% | -4.0% |
| 10Y | +278.1% | +359.3% | -81.1% | +55.1% |
| All | +733.2% | -31.1% | +764.3% | +520.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling