+562.3%
SE vs UMC
+1,227.3%
-665.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.1% |
| 7D | -4.8% | +11.4% | -16.2% | -9.1% |
| 30D | -18.1% | +16.8% | -34.9% | -23.5% |
| 3M | +30.6% | +19.1% | +11.5% | +15.0% |
| 6M | +20.8% | +137.4% | -116.7% | -24.4% |
| YTD | -15.6% | +186.4% | -202.0% | -53.0% |
| 1Y | -44.2% | +229.1% | -273.3% | -71.2% |
| 3Y | +181.5% | +257.9% | -76.3% | +34.3% |
| 5Y | -66.9% | +137.5% | -204.5% | -81.3% |
| All | +562.3% | +1,227.3% | -665.0% | +106.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling