+98.3%
USB vs SGI
+54.7%
+43.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.4% | +8.5% | -7.1% | -1.3% |
| 30D | -1.3% | +0.7% | -2.0% | -1.8% |
| 3M | +15.2% | +0.6% | +14.6% | +14.1% |
| 6M | +18.8% | -17.9% | +36.8% | +25.6% |
| YTD | +21.0% | -21.2% | +42.2% | +29.2% |
| 1Y | +34.0% | -18.9% | +52.9% | +41.0% |
| All | +98.3% | +54.7% | +43.6% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling