+69.4%
USAR vs SGI
+60.7%
+8.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.2% |
| 7D | -4.4% | +0.6% | -5.0% | -4.5% |
| 30D | -10.4% | +5.5% | -15.9% | -10.9% |
| 3M | -18.4% | -3.6% | -14.8% | -18.1% |
| 6M | -8.8% | -15.0% | +6.2% | -10.2% |
| YTD | +43.4% | -23.0% | +66.4% | +39.5% |
| 1Y | +21.0% | -18.4% | +39.4% | +19.6% |
| 3Y | +67.7% | +57.8% | +10.0% | +81.8% |
| All | +69.4% | +60.7% | +8.7% | +83.7% |
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 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