+488.9%
SAP vs UMC
+178.4%
+310.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.9% | -6.8% | -1.7% |
| 7D | -2.5% | +0.1% | -2.6% | -3.2% |
| 30D | +7.5% | -28.7% | +36.2% | +16.2% |
| 3M | +11.6% | -15.1% | +26.7% | +14.1% |
| 6M | +37.6% | +5.0% | +32.7% | +26.6% |
| YTD | -2.0% | +108.2% | -110.1% | -27.7% |
| 1Y | -6.4% | +121.7% | -128.1% | -32.2% |
| 3Y | +67.7% | +139.8% | -72.1% | +16.2% |
| 5Y | +75.7% | +85.1% | -9.4% | +28.3% |
| 10Y | +229.3% | +1,341.4% | -1,112.0% | +17.8% |
| All | +488.9% | +178.4% | +310.5% | +108.7% |
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