-19.5%
SAP vs UMC
+209.4%
-229.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -0.7% |
| 7D | -2.9% | +5.0% | -7.9% | -2.7% |
| 30D | +9.0% | +7.7% | +1.3% | +9.3% |
| 3M | +14.9% | +1.7% | +13.3% | +12.6% |
| 6M | +11.9% | +113.9% | -102.0% | -1.4% |
| YTD | -9.9% | +168.9% | -178.8% | -25.1% |
| 1Y | -19.5% | +207.2% | -226.7% | -35.6% |
| All | -19.5% | +209.4% | -229.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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