+259.2%
SGI vs UUUU
+495.2%
-236.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.3% | +3.2% | -2.2% |
| 7D | -4.9% | -5.0% | +0.1% | -4.2% |
| 30D | +1.6% | -7.8% | +9.4% | +2.6% |
| 3M | -3.2% | -0.4% | -2.7% | -3.8% |
| 6M | -16.0% | -32.9% | +16.8% | -12.5% |
| YTD | -25.4% | -6.3% | -19.2% | -27.5% |
| 1Y | -21.6% | +7.9% | -29.5% | -27.3% |
| 3Y | +52.9% | +85.2% | -32.3% | +21.7% |
| 5Y | +47.5% | +97.0% | -49.5% | +9.3% |
| All | +259.2% | +495.2% | -236.0% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling