+81.3%
USB vs SGI
+319.5%
-238.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | +2.6% | -5.3% | +7.9% | +4.1% |
| 30D | +8.4% | -2.1% | +10.5% | +8.8% |
| 3M | -5.5% | -8.2% | +2.6% | -3.7% |
| 6M | +17.7% | -4.6% | +22.3% | +18.1% |
| YTD | +17.6% | -31.5% | +49.0% | +28.0% |
| 1Y | +33.9% | -30.8% | +64.7% | +45.4% |
| 3Y | +103.8% | +67.2% | +36.6% | +73.0% |
| 5Y | +25.6% | +42.5% | -16.9% | +7.4% |
| All | +81.3% | +319.5% | -238.2% | +13.8% |
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