+25.2%
UAL vs SGI
-26.9%
+52.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.5% | +4.5% |
| 7D | +10.2% | -0.2% | +10.4% | +10.3% |
| 30D | +12.0% | +6.6% | +5.5% | +6.7% |
| 3M | -7.1% | +1.8% | -8.9% | -8.9% |
| 6M | +20.9% | -3.9% | +24.8% | +22.9% |
| YTD | +7.7% | -25.2% | +32.9% | +25.1% |
| All | +25.2% | -26.9% | +52.1% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling