+2,128.4%
SPGI vs UMC
+259.6%
+1,868.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.6% | -6.2% | -2.5% |
| 7D | +0.1% | +5.0% | -4.8% | -0.9% |
| 30D | +8.4% | +7.7% | +0.7% | +6.5% |
| 3M | +11.8% | +1.7% | +10.2% | +8.6% |
| 6M | +5.7% | +113.9% | -108.2% | -14.2% |
| YTD | -9.7% | +168.9% | -178.6% | -31.3% |
| 1Y | -12.5% | +207.2% | -219.7% | -35.6% |
| 3Y | +21.8% | +227.7% | -205.9% | -13.5% |
| 5Y | +8.2% | +118.0% | -109.9% | -17.7% |
| 10Y | +309.5% | +1,682.1% | -1,372.6% | +75.3% |
| All | +2,128.4% | +259.6% | +1,868.8% | +751.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling