+665.2%
SGI vs URA
-51.6%
+716.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.4% | -9.8% | -7.0% |
| 7D | +1.0% | -4.1% | +5.1% | +2.3% |
| 30D | +3.9% | -19.0% | +22.9% | +11.4% |
| 3M | -0.8% | -25.1% | +24.3% | +8.9% |
| 6M | -18.0% | -44.5% | +26.5% | -0.3% |
| YTD | -27.6% | -24.3% | -3.3% | -22.9% |
| 1Y | -27.2% | -28.1% | +0.9% | -21.5% |
| 3Y | +76.0% | +40.7% | +35.3% | +36.0% |
| 5Y | +50.0% | +35.5% | +14.5% | +12.1% |
| 10Y | +399.1% | +281.2% | +117.9% | +116.5% |
| All | +665.2% | -51.6% | +716.9% | +542.0% |
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