+37.1%
SAP vs UMAC
+195.7%
-158.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | 0.0% |
| 7D | -3.9% | +10.1% | -14.0% | -4.0% |
| 30D | +6.5% | -39.1% | +45.7% | +7.0% |
| 3M | +14.7% | -56.2% | +70.9% | +15.5% |
| 6M | +39.9% | -16.2% | +56.1% | +39.1% |
| YTD | -2.0% | -7.1% | +5.2% | -3.1% |
| 1Y | -6.0% | +10.3% | -16.3% | -7.5% |
| All | +37.1% | +195.7% | -158.7% | +27.8% |
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