+2,254.1%
SPGI vs UMC
+172.9%
+2,081.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | -0.8% | +17.8% | -18.6% | -4.2% |
| 30D | +14.3% | -29.6% | +43.9% | +21.9% |
| 3M | +14.5% | -18.4% | +32.9% | +17.5% |
| 6M | +17.3% | -0.1% | +17.4% | +11.6% |
| YTD | -4.6% | +104.0% | -108.6% | -24.3% |
| 1Y | +0.8% | +121.5% | -120.7% | -21.6% |
| 3Y | +28.8% | +135.0% | -106.2% | -3.3% |
| 5Y | +14.0% | +83.0% | -69.1% | -11.4% |
| 10Y | +332.5% | +1,312.7% | -980.2% | +91.3% |
| All | +2,254.1% | +172.9% | +2,081.2% | +839.1% |
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 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