+1,842.6%
UMC vs SGI
+270.1%
+1,572.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | +9.0% | -4.5% | +13.5% | +10.1% |
| 30D | +17.2% | +4.2% | +13.1% | +16.0% |
| 3M | +11.4% | -7.4% | +18.9% | +12.9% |
| 6M | +137.5% | -15.1% | +152.6% | +144.6% |
| YTD | +193.1% | -24.7% | +217.8% | +208.5% |
| 1Y | +240.3% | -21.8% | +262.1% | +253.5% |
| 3Y | +262.2% | +50.0% | +212.1% | +221.2% |
| 5Y | +143.1% | +48.9% | +94.2% | +107.8% |
| All | +1,842.6% | +270.1% | +1,572.5% | +1,262.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling