+35.0%
UL vs SGI
+76.5%
-41.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.5% |
| 7D | +2.6% | -3.9% | +6.5% | +3.0% |
| 30D | +6.8% | +0.9% | +5.8% | +6.6% |
| 3M | +5.7% | -2.9% | +8.6% | +6.0% |
| 6M | +15.9% | -9.0% | +24.8% | +16.7% |
| YTD | +4.3% | -29.2% | +33.4% | +7.3% |
| 1Y | -0.4% | -32.3% | +31.8% | +2.8% |
| 3Y | +35.0% | +72.4% | -37.5% | +28.4% |
| All | +35.0% | +76.5% | -41.5% | +28.4% |
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