+312.5%
SAN vs UMAC
+473.8%
-161.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.7% | +2.3% |
| 7D | +0.2% | -3.4% | +3.6% | +0.3% |
| 30D | +0.9% | -15.1% | +16.0% | +1.1% |
| 3M | +19.1% | -10.8% | +29.9% | +18.9% |
| 6M | +33.2% | +15.7% | +17.5% | +31.8% |
| YTD | +29.1% | +80.1% | -51.0% | +26.6% |
| 1Y | +50.2% | +116.7% | -66.5% | +46.7% |
| All | +312.5% | +473.8% | -161.2% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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