+263.0%
UMC vs SGI
+55.1%
+207.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.5% |
| 7D | +13.6% | +0.6% | +13.0% | +13.4% |
| 30D | +20.8% | +5.5% | +15.2% | +18.9% |
| 3M | +16.1% | -3.6% | +19.7% | +17.0% |
| 6M | +137.3% | -15.0% | +152.3% | +144.7% |
| YTD | +193.8% | -23.0% | +216.8% | +208.0% |
| 1Y | +236.1% | -18.4% | +254.5% | +245.8% |
| All | +263.0% | +55.1% | +207.9% | +209.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling