+238.6%
SAN vs UMAC
+195.7%
+42.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -2.7% |
| 7D | +1.0% | +10.1% | -9.1% | +0.8% |
| 30D | -9.4% | -39.1% | +29.8% | -8.5% |
| 3M | -17.1% | -56.2% | +39.1% | -15.9% |
| 6M | +2.2% | -16.2% | +18.4% | +2.1% |
| YTD | +6.0% | -7.1% | +13.1% | +5.3% |
| 1Y | +12.7% | +10.3% | +2.5% | +11.6% |
| All | +238.6% | +195.7% | +42.9% | +246.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling