+719.2%
UMC vs SGI
+2,083.6%
-1,364.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.5% |
| 7D | +5.0% | +8.5% | -3.6% | +2.7% |
| 30D | +7.7% | +0.7% | +7.0% | +7.2% |
| 3M | +1.7% | +0.6% | +1.1% | +1.2% |
| 6M | +113.9% | -17.9% | +131.9% | +123.0% |
| YTD | +168.9% | -21.2% | +190.1% | +181.8% |
| 1Y | +207.2% | -18.9% | +226.1% | +217.7% |
| 3Y | +227.7% | +52.6% | +175.1% | +184.3% |
| 5Y | +118.0% | +60.7% | +57.3% | +82.3% |
| 10Y | +1,682.1% | +278.1% | +1,404.0% | +956.0% |
| All | +719.2% | +2,083.6% | -1,364.4% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling