+137.5%
UMC vs SGI
+45.9%
+91.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.5% |
| 7D | +11.4% | -4.9% | +16.3% | +13.3% |
| 30D | +16.8% | +1.6% | +15.2% | +15.8% |
| 3M | +19.1% | -3.2% | +22.3% | +19.8% |
| 6M | +137.4% | -16.0% | +153.5% | +149.0% |
| YTD | +186.4% | -25.4% | +211.8% | +210.4% |
| 1Y | +229.1% | -21.6% | +250.7% | +247.4% |
| 3Y | +257.9% | +52.9% | +205.0% | +182.2% |
| 5Y | +137.5% | +47.5% | +90.0% | +77.4% |
| All | +137.5% | +45.9% | +91.6% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling