+23.9%
SAP vs UMAC
+549.5%
-525.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.3% | -11.0% | -1.8% |
| 7D | -0.3% | +14.7% | -15.0% | -0.4% |
| 30D | +2.6% | -0.5% | +3.1% | +2.5% |
| 3M | +16.3% | +0.5% | +15.8% | +16.1% |
| 6M | +6.4% | +57.9% | -51.5% | +5.0% |
| YTD | -11.4% | +103.9% | -115.3% | -13.1% |
| 1Y | -20.4% | +159.3% | -179.7% | -22.5% |
| All | +23.9% | +549.5% | -525.6% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling