+529.8%
UL vs SGI
+2,083.6%
-1,553.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.3% | +8.5% | -9.9% | -2.3% |
| 30D | +0.5% | +0.7% | -0.2% | +0.3% |
| 3M | +17.6% | +0.6% | +17.0% | +17.3% |
| 6M | -5.4% | -17.9% | +12.6% | -3.7% |
| YTD | +0.7% | -21.2% | +21.9% | +2.8% |
| 1Y | -9.3% | -18.9% | +9.6% | -7.8% |
| 3Y | +24.5% | +52.6% | -28.1% | +16.7% |
| 5Y | +23.2% | +60.7% | -37.5% | +12.7% |
| 10Y | +64.5% | +278.1% | -213.6% | +28.1% |
| All | +529.8% | +2,083.6% | -1,553.8% | +245.5% |
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