-1.4%
UL vs SGI
-33.8%
+32.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.9% |
| 7D | -2.5% | -10.7% | +8.2% | -0.5% |
| 30D | +5.7% | -3.6% | +9.2% | +6.3% |
| 3M | +7.0% | -5.4% | +12.4% | +7.9% |
| 6M | +16.1% | -7.0% | +23.1% | +16.9% |
| YTD | +3.6% | -31.6% | +35.2% | +8.8% |
| 1Y | -1.4% | -33.5% | +32.1% | +4.1% |
| All | -1.4% | -33.8% | +32.5% | +4.1% |
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