+56.2%
SAP vs UMC
+145.1%
-88.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.8% |
| 7D | -0.3% | +13.6% | -13.9% | -2.7% |
| 30D | +0.3% | +20.8% | -20.5% | -3.4% |
| 3M | +16.9% | +16.1% | +0.7% | +8.8% |
| 6M | +6.3% | +137.3% | -131.0% | -21.2% |
| YTD | -12.4% | +193.8% | -206.2% | -40.8% |
| 1Y | -21.6% | +236.1% | -257.7% | -49.6% |
| 3Y | +54.8% | +267.1% | -212.3% | -6.8% |
| 5Y | +56.2% | +145.3% | -89.1% | -0.7% |
| All | +56.2% | +145.1% | -88.9% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling