+77.6%
UMC vs SGI
+41.4%
+36.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +11.2% | -5.3% | +16.5% | +13.2% |
| 30D | -28.0% | -2.1% | -26.0% | -28.0% |
| 3M | -20.5% | -8.2% | -12.4% | -19.0% |
| 6M | -1.6% | -4.6% | +3.0% | -1.2% |
| YTD | +99.4% | -31.5% | +130.8% | +120.9% |
| 1Y | +120.4% | -30.8% | +151.2% | +143.0% |
| 3Y | +134.2% | +67.2% | +67.0% | +76.2% |
| All | +77.6% | +41.4% | +36.2% | +34.6% |
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