+92.6%
UAL vs SGI
+390.8%
-298.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.5% | +7.5% | +4.8% |
| 7D | +8.2% | +1.0% | +7.2% | +7.6% |
| 30D | +2.3% | +3.9% | -1.6% | +0.2% |
| 3M | -12.7% | -0.8% | -11.9% | -12.7% |
| 6M | +12.7% | -18.0% | +30.7% | +23.5% |
| YTD | +0.8% | -27.6% | +28.4% | +17.6% |
| 1Y | +17.8% | -27.2% | +45.0% | +36.8% |
| 3Y | +206.7% | +76.0% | +130.7% | +130.3% |
| 5Y | +113.9% | +50.0% | +63.9% | +64.7% |
| All | +92.6% | +390.8% | -298.2% | -17.3% |
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