+67.8%
SAP vs UMC
+142.0%
-74.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.9% | -6.8% | -0.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +7.5% | -28.7% | +36.2% | +9.2% |
| 3M | +11.6% | -15.1% | +26.7% | +12.0% |
| 6M | +37.6% | +5.0% | +32.7% | +27.3% |
| YTD | -2.0% | +108.2% | -110.1% | -23.7% |
| 1Y | -6.4% | +121.7% | -128.1% | -28.6% |
| All | +67.8% | +142.0% | -74.2% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling