+343.3%
SPGI vs UMC
+1,272.7%
-929.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.4% |
| 7D | +1.2% | +11.2% | -10.0% | -0.2% |
| 30D | +15.9% | -28.0% | +44.0% | +20.4% |
| 3M | +12.3% | -20.5% | +32.8% | +14.4% |
| 6M | +23.7% | -1.6% | +25.3% | +18.6% |
| YTD | -3.5% | +99.4% | -102.9% | -20.1% |
| 1Y | +0.4% | +120.4% | -120.0% | -18.5% |
| 3Y | +29.9% | +134.2% | -104.3% | +2.1% |
| 5Y | +15.2% | +78.8% | -63.6% | -7.2% |
| All | +343.3% | +1,272.7% | -929.4% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling