+251.3%
UAL vs SGI
+2,399.6%
-2,148.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | +0.7% | +8.5% | -7.8% | -2.8% |
| 30D | -16.1% | +0.7% | -16.8% | -16.5% |
| 3M | +6.1% | +0.6% | +5.5% | +5.8% |
| 6M | +10.8% | -17.9% | +28.8% | +20.9% |
| YTD | -0.4% | -21.2% | +20.8% | +10.4% |
| 1Y | +5.0% | -18.9% | +23.9% | +14.2% |
| 3Y | +124.0% | +52.6% | +71.4% | +84.6% |
| 5Y | +141.0% | +60.7% | +80.3% | +87.6% |
| 10Y | +118.0% | +278.1% | -160.1% | +4.2% |
| All | +251.3% | +2,399.6% | -2,148.3% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling