-26.2%
UBER vs SGI
-10.7%
-15.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.8% | -1.9% | +3.4% |
| 7D | +7.0% | +12.1% | -5.0% | +4.4% |
| 30D | +0.6% | +12.1% | -11.5% | -1.9% |
| 3M | -2.9% | +0.4% | -3.4% | -3.6% |
| 6M | -5.5% | -4.0% | -1.5% | -5.4% |
| YTD | -14.5% | -21.2% | +6.8% | -13.3% |
| 1Y | -26.2% | -12.1% | -14.1% | -25.4% |
| All | -26.2% | -10.7% | -15.5% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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