+14.5%
SAN vs UMAC
+8.8%
+5.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.9% |
| 7D | +4.0% | -5.2% | +9.2% | +4.2% |
| 30D | -7.8% | -36.4% | +28.6% | -6.2% |
| 3M | -16.4% | -58.6% | +42.2% | -13.6% |
| 6M | +3.5% | -24.6% | +28.2% | +4.4% |
| YTD | +6.7% | -11.5% | +18.1% | +5.7% |
| 1Y | +14.5% | +16.9% | -2.4% | +12.6% |
| All | +14.5% | +8.8% | +5.7% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling