+91.7%
USB vs SGI
+390.8%
-299.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +4.9% | +1.0% |
| 7D | 0.0% | +1.0% | -1.0% | -0.4% |
| 30D | +5.8% | +3.9% | +1.9% | +4.6% |
| 3M | -6.0% | -0.8% | -5.1% | -6.1% |
| 6M | +7.8% | -18.0% | +25.7% | +12.5% |
| YTD | +14.6% | -27.6% | +42.2% | +23.1% |
| 1Y | +31.8% | -27.2% | +59.0% | +41.2% |
| 3Y | +91.5% | +76.0% | +15.5% | +60.3% |
| 5Y | +22.0% | +50.0% | -27.9% | +2.9% |
| All | +91.7% | +390.8% | -299.1% | +12.9% |
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