+41.3%
SGI vs UMAC
+494.0%
-452.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.6% |
| 7D | +8.5% | -0.9% | +9.5% | +8.6% |
| 30D | +0.7% | -7.7% | +8.3% | +0.7% |
| 3M | +0.6% | -26.4% | +27.0% | +1.0% |
| 6M | -17.9% | +61.9% | -79.8% | -20.3% |
| YTD | -21.2% | +86.5% | -107.7% | -24.0% |
| 1Y | -18.9% | +156.3% | -175.2% | -23.0% |
| All | +41.3% | +494.0% | -452.7% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling