+2.9%
SPGI vs UMC
+112.5%
-109.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.4% | +3.2% |
| 7D | +7.2% | -14.7% | +21.9% | +5.8% |
| 30D | +23.2% | -32.9% | +56.1% | +19.4% |
| 3M | +17.0% | -22.2% | +39.2% | +14.9% |
| 6M | +20.4% | +25.9% | -5.5% | +18.7% |
| YTD | -1.9% | +107.9% | -109.8% | -0.8% |
| 1Y | +2.9% | +115.0% | -112.1% | +3.8% |
| All | +2.9% | +112.5% | -109.6% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling