+2.2%
SPGI vs UMC
+145.1%
-142.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.5% | -3.0% |
| 7D | -3.1% | +13.6% | -16.7% | -4.6% |
| 30D | +2.0% | +20.8% | -18.7% | -0.4% |
| 3M | +4.3% | +16.1% | -11.8% | +0.2% |
| 6M | -0.2% | +137.3% | -137.5% | -17.2% |
| YTD | -14.8% | +193.8% | -208.6% | -33.7% |
| 1Y | -18.5% | +236.1% | -254.6% | -39.0% |
| 3Y | +16.0% | +267.1% | -251.2% | -18.1% |
| 5Y | +2.2% | +145.3% | -143.1% | -21.9% |
| All | +2.2% | +145.1% | -142.9% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling