+209.5%
URI vs SGI
+45.7%
+163.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | +0.4% |
| 7D | +9.3% | -10.7% | +20.0% | +15.0% |
| 30D | +7.6% | -3.6% | +11.2% | +8.8% |
| 3M | +1.0% | -5.4% | +6.5% | +2.6% |
| 6M | +19.8% | -7.0% | +26.9% | +21.6% |
| YTD | +41.9% | -31.6% | +73.5% | +65.1% |
| 1Y | +33.4% | -33.5% | +66.9% | +57.3% |
| 3Y | +156.0% | +66.5% | +89.6% | +89.1% |
| 5Y | +209.5% | +42.2% | +167.4% | +129.1% |
| All | +209.5% | +45.7% | +163.8% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling