+5,400.9%
URI vs SGI
+2,083.6%
+3,317.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -2.0% | +8.5% | -10.5% | -5.1% |
| 30D | -12.9% | +0.7% | -13.6% | -13.5% |
| 3M | -6.7% | +0.6% | -7.3% | -7.5% |
| 6M | +19.0% | -17.9% | +36.9% | +26.5% |
| YTD | +25.5% | -21.2% | +46.7% | +35.2% |
| 1Y | +5.5% | -18.9% | +24.4% | +12.0% |
| 3Y | +111.3% | +52.6% | +58.7% | +74.4% |
| 5Y | +198.6% | +60.7% | +137.8% | +133.7% |
| 10Y | +1,179.9% | +278.1% | +901.8% | +535.3% |
| All | +5,400.9% | +2,083.6% | +3,317.3% | +993.4% |
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 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