+50.0%
SGI vs UUUU
+74.5%
-24.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +6.0% | +1.4% |
| 7D | -4.5% | -10.5% | +6.1% | -3.6% |
| 30D | +4.2% | -10.5% | +14.7% | +5.0% |
| 3M | -7.4% | -14.1% | +6.7% | -6.7% |
| 6M | -15.1% | -35.5% | +20.4% | -13.0% |
| YTD | -24.7% | -10.9% | -13.8% | -25.0% |
| 1Y | -21.8% | +3.4% | -25.1% | -24.2% |
| 3Y | +50.0% | +73.1% | -23.1% | +29.4% |
| All | +50.0% | +74.5% | -24.5% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling