+27.0%
UNH vs SGI
-10.7%
+37.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | +0.8% |
| 7D | +0.6% | +12.1% | -11.5% | -0.1% |
| 30D | +8.1% | +12.1% | -3.9% | +7.4% |
| 3M | +1.1% | +0.4% | +0.6% | +0.9% |
| 6M | +11.7% | -4.0% | +15.7% | +11.8% |
| YTD | +26.5% | -21.2% | +47.7% | +29.2% |
| 1Y | +27.0% | -12.1% | +39.1% | +31.1% |
| All | +27.0% | -10.7% | +37.8% | +31.1% |
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