+355.9%
USB vs SGI
+2,081.7%
-1,725.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +0.1% |
| 7D | +2.4% | +12.1% | -9.7% | -0.6% |
| 30D | +6.6% | +12.1% | -5.5% | +3.3% |
| 3M | -4.1% | +0.4% | -4.5% | -4.6% |
| 6M | +12.5% | -4.0% | +16.5% | +12.6% |
| YTD | +17.6% | -21.2% | +38.9% | +23.3% |
| 1Y | +36.5% | -12.1% | +48.6% | +38.6% |
| 3Y | +95.4% | +83.9% | +11.5% | +62.6% |
| 5Y | +26.1% | +63.3% | -37.2% | +4.6% |
| 10Y | +101.3% | +442.9% | -341.7% | +9.8% |
| All | +355.9% | +2,081.7% | -1,725.8% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling