+25.8%
UNH vs SGI
-33.4%
+59.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.6% |
| 7D | +3.4% | -5.3% | +8.7% | +3.7% |
| 30D | +3.0% | -2.1% | +5.1% | +3.2% |
| 3M | +2.7% | -8.2% | +10.9% | +3.3% |
| 6M | +2.8% | -4.6% | +7.3% | +2.9% |
| YTD | +25.9% | -31.5% | +57.3% | +31.0% |
| 1Y | +25.8% | -30.8% | +56.6% | +30.8% |
| All | +25.8% | -33.4% | +59.2% | +30.8% |
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