-22.5%
SGI vs UMAC
+134.8%
-157.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -3.0% |
| 7D | -4.9% | -4.0% | -0.9% | -4.8% |
| 30D | +1.6% | -9.4% | +11.0% | +1.7% |
| 3M | -3.2% | +3.0% | -6.1% | -3.6% |
| 6M | -16.0% | +27.2% | -43.2% | -17.8% |
| YTD | -25.4% | +84.7% | -110.1% | -26.7% |
| All | -22.5% | +134.8% | -157.4% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling