-6.0%
SAP vs UMAC
+6.6%
-12.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | -0.1% |
| 7D | -3.9% | +10.1% | -14.0% | -3.8% |
| 30D | +6.5% | -39.1% | +45.7% | +6.3% |
| 3M | +14.7% | -56.2% | +70.9% | +14.4% |
| 6M | +39.9% | -16.2% | +56.1% | +39.4% |
| YTD | -2.0% | -7.1% | +5.2% | -3.8% |
| 1Y | -6.0% | +10.3% | -16.3% | -9.0% |
| All | -6.0% | +6.6% | -12.6% | -9.0% |
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