+92.7%
USB vs SGI
+419.1%
-326.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.3% |
| 7D | -1.5% | +5.3% | -6.8% | -2.9% |
| 30D | +4.3% | +8.2% | -3.9% | +2.0% |
| 3M | -6.1% | -2.2% | -3.9% | -5.9% |
| 6M | +9.4% | -8.4% | +17.8% | +10.9% |
| YTD | +15.2% | -23.4% | +38.6% | +21.9% |
| 1Y | +32.8% | -14.0% | +46.7% | +35.7% |
| 3Y | +91.3% | +78.8% | +12.5% | +59.4% |
| 5Y | +22.7% | +58.6% | -36.0% | +1.9% |
| All | +92.7% | +419.1% | -326.4% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling