+760.6%
UMC vs SGI
+2,073.9%
-1,313.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | +6.6% | +9.3% | -2.7% | +4.1% |
| 30D | +16.6% | +6.9% | +9.7% | +14.4% |
| 3M | +11.0% | +2.8% | +8.2% | +9.9% |
| 6M | +131.3% | -12.6% | +143.9% | +137.4% |
| YTD | +182.5% | -21.5% | +204.0% | +196.4% |
| 1Y | +222.3% | -18.8% | +241.0% | +233.2% |
| 3Y | +253.0% | +60.8% | +192.2% | +202.5% |
| 5Y | +141.8% | +60.0% | +81.8% | +102.4% |
| 10Y | +1,772.2% | +267.8% | +1,504.4% | +1,017.4% |
| All | +760.6% | +2,073.9% | -1,313.3% | +115.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling