-48.8%
SE vs UMAC
+2.9%
-51.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -10.9% | +15.3% | +4.9% |
| 7D | +6.7% | -26.0% | +32.7% | +8.0% |
| 30D | -17.2% | -40.3% | +23.1% | -15.4% |
| 3M | -28.0% | -51.1% | +23.1% | -26.2% |
| 6M | -6.1% | -5.6% | -0.5% | -9.0% |
| YTD | -37.1% | +2.3% | -39.4% | -43.0% |
| 1Y | -48.8% | +7.9% | -56.6% | -54.7% |
| All | -48.8% | +2.9% | -51.7% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling