+20.3%
SGOV vs UMC
+1,163.3%
-1,143.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | 0.0% |
| 7D | 0.0% | +9.0% | -9.0% | +0.1% |
| 30D | +0.3% | +17.2% | -16.9% | +0.3% |
| 3M | +0.9% | +11.4% | -10.5% | +0.9% |
| 6M | +1.8% | +137.5% | -135.7% | +1.9% |
| YTD | +2.5% | +193.1% | -190.6% | +2.6% |
| 1Y | +3.8% | +240.3% | -236.5% | +3.8% |
| 3Y | +14.4% | +262.2% | -247.8% | +14.4% |
| 5Y | +20.2% | +143.1% | -123.0% | +20.2% |
| All | +20.3% | +1,163.3% | -1,143.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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