+2,278.5%
SPGI vs UMC
+160.4%
+2,118.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +1.6% | -8.3% | +9.9% | +3.0% |
| 30D | +16.1% | -34.5% | +50.6% | +25.7% |
| 3M | +15.5% | -20.0% | +35.4% | +19.0% |
| 6M | +19.6% | -0.7% | +20.4% | +14.0% |
| YTD | -3.6% | +94.7% | -98.3% | -22.7% |
| 1Y | +2.2% | +106.0% | -103.8% | -19.2% |
| 3Y | +30.1% | +124.3% | -94.2% | -1.3% |
| 5Y | +14.9% | +78.0% | -63.0% | -10.1% |
| 10Y | +334.0% | +1,225.9% | -891.9% | +94.7% |
| All | +2,278.5% | +160.4% | +2,118.1% | +858.5% |
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