-46.2%
SE vs UMAC
+8.8%
-55.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.8% | +1.3% |
| 7D | -0.5% | -5.2% | +4.7% | -0.3% |
| 30D | -20.9% | -36.4% | +15.4% | -19.7% |
| 3M | -38.9% | -58.6% | +19.7% | -37.2% |
| 6M | -19.4% | -24.6% | +5.2% | -20.2% |
| YTD | -40.9% | -11.5% | -29.5% | -45.3% |
| 1Y | -46.2% | +16.9% | -63.1% | -53.3% |
| All | -46.2% | +8.8% | -55.0% | -53.3% |
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