-49.8%
USAR vs SGI
-10.7%
-39.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.8% | -12.7% | -9.3% |
| 7D | -21.8% | +12.1% | -33.8% | -26.7% |
| 30D | -39.9% | +12.1% | -52.0% | -43.7% |
| 3M | -52.5% | +0.4% | -53.0% | -52.9% |
| 6M | -67.9% | -4.0% | -63.9% | -67.8% |
| YTD | -31.1% | -21.2% | -9.8% | -30.6% |
| 1Y | -49.8% | -12.1% | -37.8% | -47.8% |
| All | -49.8% | -10.7% | -39.1% | -47.8% |
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