+56.5%
SAP vs UMC
+252.5%
-196.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.7% | -2.0% |
| 7D | -0.3% | +6.6% | -6.9% | -0.7% |
| 30D | +2.6% | +16.6% | -14.0% | +1.3% |
| 3M | +16.3% | +11.0% | +5.2% | +11.7% |
| 6M | +6.4% | +131.3% | -124.9% | -13.5% |
| YTD | -11.4% | +182.5% | -193.9% | -32.8% |
| 1Y | -20.4% | +222.3% | -242.7% | -42.0% |
| 3Y | +56.5% | +253.0% | -196.5% | +5.5% |
| All | +56.5% | +252.5% | -196.0% | +5.5% |
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