+1,741.0%
UNH vs SGI
+2,083.6%
-342.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | +1.1% | +8.5% | -7.5% | -0.3% |
| 30D | -3.8% | +0.7% | -4.5% | -4.0% |
| 3M | +0.7% | +0.6% | +0.1% | +0.3% |
| 6M | +37.9% | -17.9% | +55.8% | +40.9% |
| YTD | +21.9% | -21.2% | +43.1% | +25.3% |
| 1Y | +31.4% | -18.9% | +50.2% | +34.0% |
| 3Y | -11.4% | +52.6% | -64.0% | -20.0% |
| 5Y | +2.5% | +60.7% | -58.2% | -11.0% |
| 10Y | +242.9% | +278.1% | -35.2% | +133.6% |
| All | +1,741.0% | +2,083.6% | -342.6% | +597.2% |
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