+22.8%
SGI vs UMAC
+182.0%
-159.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.9% | +0.4% |
| 7D | -5.3% | -5.2% | -0.1% | -5.2% |
| 30D | -2.1% | -36.4% | +34.3% | -0.8% |
| 3M | -8.2% | -58.6% | +50.4% | -6.0% |
| 6M | -4.6% | -24.6% | +20.1% | -4.9% |
| YTD | -31.5% | -11.5% | -20.0% | -32.5% |
| 1Y | -30.8% | +16.9% | -47.7% | -32.6% |
| All | +22.8% | +182.0% | -159.2% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling