+240.3%
UMC vs SGI
-21.0%
+261.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | +9.0% | -4.5% | +13.5% | +9.9% |
| 30D | +17.2% | +4.2% | +13.1% | +16.2% |
| 3M | +11.4% | -7.4% | +18.9% | +13.2% |
| 6M | +137.5% | -15.1% | +152.6% | +139.5% |
| YTD | +193.1% | -24.7% | +217.8% | +194.1% |
| 1Y | +240.3% | -21.8% | +262.1% | +260.2% |
| All | +240.3% | -21.0% | +261.3% | +260.2% |
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