+63.3%
UL vs SGI
+266.5%
-203.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.0% |
| 7D | -4.1% | -4.9% | +0.8% | -3.5% |
| 30D | -1.2% | +1.6% | -2.8% | -1.4% |
| 3M | +6.0% | -3.2% | +9.2% | +6.2% |
| 6M | -5.5% | -16.0% | +10.6% | -4.1% |
| YTD | -3.3% | -25.4% | +22.1% | -0.8% |
| 1Y | -9.8% | -21.6% | +11.8% | -8.1% |
| 3Y | +20.1% | +52.9% | -32.7% | +12.7% |
| 5Y | +19.2% | +47.5% | -28.3% | +9.8% |
| All | +63.3% | +266.5% | -203.1% | +29.7% |
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 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