+33.4%
UBER vs SGI
+67.2%
-33.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +1.6% | -5.3% | +6.9% | +3.3% |
| 30D | +0.6% | -2.1% | +2.6% | +1.1% |
| 3M | -8.2% | -8.2% | 0.0% | -6.0% |
| 6M | -6.7% | -4.6% | -2.2% | -6.6% |
| YTD | -14.7% | -31.5% | +16.7% | -6.1% |
| 1Y | -24.1% | -30.8% | +6.8% | -16.8% |
| 3Y | +33.4% | +67.2% | -33.8% | +5.1% |
| All | +33.4% | +67.2% | -33.8% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling