+191.9%
UAL vs SGI
+66.8%
+125.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.0% | -3.0% | -4.1% |
| 7D | +0.7% | -10.7% | +11.4% | +7.9% |
| 30D | +7.8% | -3.6% | +11.3% | +10.0% |
| 3M | -11.1% | -5.4% | -5.7% | -8.6% |
| 6M | +16.1% | -7.0% | +23.1% | +20.9% |
| YTD | -0.5% | -31.6% | +31.1% | +23.4% |
| 1Y | +11.3% | -33.5% | +44.8% | +40.1% |
| All | +191.9% | +66.8% | +125.1% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling