+99.1%
UAL vs SGI
+261.3%
-162.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +3.5% | +9.3% | -5.8% | -1.0% |
| 30D | -16.5% | +6.9% | -23.3% | -19.2% |
| 3M | +2.8% | +2.8% | -0.1% | +1.3% |
| 6M | +17.6% | -12.6% | +30.2% | +25.4% |
| YTD | -3.2% | -21.5% | +18.3% | +8.5% |
| 1Y | +0.4% | -18.8% | +19.2% | +9.9% |
| 3Y | +128.2% | +60.8% | +67.3% | +79.7% |
| 5Y | +137.7% | +60.0% | +77.7% | +79.2% |
| 10Y | +99.1% | +267.8% | -168.7% | -13.3% |
| All | +99.1% | +261.3% | -162.2% | -13.3% |
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