+311.7%
SAN vs UMAC
+494.0%
-182.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.7% |
| 7D | +1.8% | -0.9% | +2.7% | +1.8% |
| 30D | +2.0% | -7.7% | +9.6% | +2.0% |
| 3M | +19.7% | -26.4% | +46.2% | +19.8% |
| 6M | +30.6% | +61.9% | -31.2% | +28.6% |
| YTD | +28.8% | +86.5% | -57.6% | +26.3% |
| 1Y | +57.8% | +156.3% | -98.5% | +53.8% |
| All | +311.7% | +494.0% | -182.3% | +315.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling