+490.9%
SAP vs UMC
+166.6%
+324.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +1.0% |
| 7D | +0.6% | +11.2% | -10.6% | -2.3% |
| 30D | +6.5% | -28.0% | +34.6% | +14.9% |
| 3M | +12.2% | -20.5% | +32.8% | +16.7% |
| 6M | +46.1% | -1.6% | +47.6% | +36.7% |
| YTD | -1.6% | +99.4% | -101.0% | -26.6% |
| 1Y | -5.1% | +120.4% | -125.5% | -31.3% |
| 3Y | +68.4% | +134.2% | -65.9% | +17.3% |
| 5Y | +79.4% | +78.8% | +0.6% | +32.1% |
| 10Y | +230.5% | +1,280.4% | -1,050.0% | +19.6% |
| All | +490.9% | +166.6% | +324.3% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling