+1,800.4%
UNH vs SGI
+1,798.9%
+1.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | +3.4% | -5.3% | +8.7% | +4.2% |
| 30D | +3.0% | -2.1% | +5.1% | +3.2% |
| 3M | +2.7% | -8.2% | +10.9% | +3.8% |
| 6M | +2.8% | -4.6% | +7.3% | +2.8% |
| YTD | +25.9% | -31.5% | +57.3% | +31.9% |
| 1Y | +25.8% | -30.8% | +56.6% | +31.6% |
| 3Y | -20.0% | +67.2% | -87.2% | -28.8% |
| 5Y | -2.8% | +42.5% | -45.3% | -14.1% |
| 10Y | +228.7% | +321.9% | -93.2% | +120.9% |
| All | +1,800.4% | +1,798.9% | +1.6% | +634.2% |
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