+709.4%
SGI vs URA
-53.7%
+763.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -0.9% |
| 7D | +5.3% | -13.3% | +18.6% | +10.7% |
| 30D | +8.2% | -25.9% | +34.1% | +19.9% |
| 3M | -2.2% | -27.8% | +25.6% | +8.9% |
| 6M | -8.4% | -42.8% | +34.4% | +10.2% |
| YTD | -23.4% | -27.5% | +4.1% | -17.1% |
| 1Y | -14.0% | -35.1% | +21.2% | -3.7% |
| 3Y | +78.8% | +31.1% | +47.7% | +42.2% |
| 5Y | +58.6% | +29.8% | +28.8% | +20.5% |
| 10Y | +427.8% | +265.1% | +162.7% | +132.8% |
| All | +709.4% | -53.7% | +763.0% | +590.5% |
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