-12.1%
SGI vs UUUU
-55.1%
+43.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.7% | +6.9% |
| 7D | +12.1% | -14.4% | +26.5% | +13.5% |
| 30D | +12.1% | -33.6% | +45.7% | +15.9% |
| 3M | +0.4% | -44.2% | +44.6% | +5.2% |
| 6M | -4.0% | -66.8% | +62.8% | +3.9% |
| YTD | -21.2% | -50.6% | +29.4% | -13.8% |
| 1Y | -12.1% | -57.8% | +45.7% | -4.4% |
| All | -12.1% | -55.1% | +43.0% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 1y: compounded portfolio wealth divided by compounded UUUU 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…
1y analysis · Full analysis span regression · 6 months rolling