+19.0%
SPGI vs UMC
+252.5%
-233.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.1% | -8.3% | -3.3% |
| 7D | -2.5% | +6.6% | -9.1% | -2.6% |
| 30D | +5.4% | +16.6% | -11.1% | +5.1% |
| 3M | +9.0% | +11.0% | -2.0% | +7.5% |
| 6M | +0.8% | +131.3% | -130.5% | -7.2% |
| YTD | -12.6% | +182.5% | -195.1% | -22.4% |
| 1Y | -16.1% | +222.3% | -238.4% | -27.4% |
| 3Y | +19.0% | +253.0% | -234.0% | -7.0% |
| All | +19.0% | +252.5% | -233.5% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling