-48.8%
SE vs UMC
+112.5%
-161.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.5% | +4.7% |
| 7D | +6.7% | -14.7% | +21.3% | +8.5% |
| 30D | -17.2% | -32.9% | +15.7% | -13.7% |
| 3M | -28.0% | -22.2% | -5.9% | -26.6% |
| 6M | -6.1% | +25.9% | -32.0% | -14.4% |
| YTD | -37.1% | +107.9% | -145.1% | -47.1% |
| 1Y | -48.8% | +115.0% | -163.8% | -57.8% |
| All | -48.8% | +112.5% | -161.3% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling