-20.0%
UNH vs SGI
+67.2%
-87.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.1% |
| 3M | +2.7% | -8.2% | +10.9% | +3.2% |
| 6M | +2.8% | -4.6% | +7.3% | +2.8% |
| YTD | +25.9% | -31.5% | +57.3% | +29.0% |
| 1Y | +25.8% | -30.8% | +56.6% | +28.8% |
| 3Y | -20.0% | +67.2% | -87.2% | -18.3% |
| All | -20.0% | +67.2% | -87.2% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling