+92.5%
USB vs SGI
+78.8%
+13.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.1% |
| 7D | -1.5% | +5.3% | -6.8% | -3.3% |
| 30D | +4.3% | +8.2% | -3.9% | +1.3% |
| 3M | -6.1% | -2.2% | -3.9% | -5.9% |
| 6M | +9.4% | -8.4% | +17.8% | +11.2% |
| YTD | +15.2% | -23.4% | +38.6% | +24.3% |
| 1Y | +32.8% | -14.0% | +46.7% | +35.9% |
| All | +92.5% | +78.8% | +13.7% | +33.9% |
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 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