+100.2%
UAL vs SGI
+413.4%
-313.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.5% | +5.1% |
| 7D | +10.2% | -0.2% | +10.4% | +10.4% |
| 30D | +12.0% | +6.6% | +5.5% | +8.4% |
| 3M | -7.1% | +1.8% | -8.9% | -8.3% |
| 6M | +20.9% | -3.9% | +24.8% | +23.1% |
| YTD | +7.7% | -25.2% | +32.9% | +23.7% |
| 1Y | +23.6% | -26.7% | +50.3% | +43.1% |
| 3Y | +222.6% | +86.8% | +135.8% | +135.5% |
| 5Y | +127.9% | +56.6% | +71.3% | +71.9% |
| 10Y | +100.2% | +384.3% | -284.1% | -15.1% |
| All | +100.2% | +413.4% | -313.2% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling