+115.0%
UMC vs SGI
-10.7%
+125.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.8% | -8.9% | -3.0% |
| 7D | -14.7% | +12.1% | -26.7% | -16.1% |
| 30D | -32.9% | +12.1% | -44.9% | -34.1% |
| 3M | -22.2% | +0.4% | -22.6% | -22.0% |
| 6M | +25.9% | -4.0% | +29.9% | +26.8% |
| YTD | +107.9% | -21.2% | +129.2% | +107.0% |
| 1Y | +115.0% | -12.1% | +127.1% | +121.3% |
| All | +115.0% | -10.7% | +125.7% | +121.3% |
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