+228.4%
UNH vs SGI
+270.1%
-41.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.5% |
| 7D | -4.5% | -4.5% | -0.1% | -3.9% |
| 30D | -6.5% | +4.2% | -10.7% | -7.2% |
| 3M | -6.0% | -7.4% | +1.5% | -5.2% |
| 6M | +33.7% | -15.1% | +48.7% | +35.8% |
| YTD | +16.4% | -24.7% | +41.1% | +20.3% |
| 1Y | +10.1% | -21.8% | +31.8% | +12.9% |
| 3Y | -16.3% | +50.0% | -66.4% | -24.0% |
| 5Y | +2.1% | +48.9% | -46.8% | -9.7% |
| All | +228.4% | +270.1% | -41.7% | +119.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling