+5,585.6%
URI vs SGI
+2,021.1%
+3,564.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.8% | -4.3% | -6.1% |
| 7D | -12.9% | +5.3% | -18.2% | -14.8% |
| 30D | -3.4% | +8.2% | -11.6% | -6.5% |
| 3M | -10.0% | -2.2% | -7.8% | -9.9% |
| 6M | +12.2% | -8.4% | +20.6% | +14.3% |
| YTD | +29.8% | -23.4% | +53.2% | +40.6% |
| 1Y | +24.6% | -14.0% | +38.6% | +28.7% |
| 3Y | +137.6% | +78.8% | +58.8% | +84.8% |
| 5Y | +176.6% | +58.6% | +118.0% | +117.0% |
| 10Y | +1,402.6% | +427.8% | +974.7% | +573.9% |
| All | +5,585.6% | +2,021.1% | +3,564.6% | +1,037.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling