-19.6%
SAP vs UMC
+227.6%
-247.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.6% |
| 7D | -5.1% | +11.4% | -16.5% | -4.7% |
| 30D | -1.8% | +16.8% | -18.6% | -1.2% |
| 3M | +20.9% | +19.1% | +1.8% | +17.3% |
| 6M | +7.0% | +137.4% | -130.4% | -5.8% |
| YTD | -13.7% | +186.4% | -200.1% | -27.7% |
| 1Y | -19.6% | +229.1% | -248.7% | -34.7% |
| All | -19.6% | +227.6% | -247.2% | -34.7% |
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