+418.1%
SAP vs UMC
+283.0%
+135.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.9% |
| 7D | -5.1% | +11.4% | -16.5% | -8.0% |
| 30D | -1.8% | +16.8% | -18.6% | -6.2% |
| 3M | +20.9% | +19.1% | +1.8% | +10.5% |
| 6M | +7.0% | +137.4% | -130.4% | -20.9% |
| YTD | -13.7% | +186.4% | -200.1% | -40.5% |
| 1Y | -19.6% | +229.1% | -248.7% | -46.8% |
| 3Y | +52.4% | +257.9% | -205.5% | -3.6% |
| 5Y | +54.4% | +137.5% | -83.1% | +7.2% |
| 10Y | +174.8% | +1,808.2% | -1,633.4% | -7.1% |
| All | +418.1% | +283.0% | +135.1% | +71.7% |
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 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