+282.6%
SPGI vs UMC
+1,818.5%
-1,535.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.6% |
| 7D | -8.9% | +11.4% | -20.3% | -10.4% |
| 30D | +0.6% | +16.8% | -16.1% | -1.7% |
| 3M | +2.0% | +19.1% | -17.1% | -2.7% |
| 6M | +0.1% | +137.4% | -137.4% | -16.3% |
| YTD | -16.4% | +186.4% | -202.8% | -33.4% |
| 1Y | -18.9% | +229.1% | -248.0% | -37.4% |
| 3Y | +13.8% | +257.9% | -244.1% | -15.2% |
| 5Y | +0.5% | +137.5% | -137.0% | -21.2% |
| All | +282.6% | +1,818.5% | -1,535.9% | +87.1% |
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