-44.2%
SE vs UMC
+227.6%
-271.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | -4.8% | +11.4% | -16.2% | -6.1% |
| 30D | -18.1% | +16.8% | -34.9% | -19.7% |
| 3M | +30.6% | +19.1% | +11.5% | +23.4% |
| 6M | +20.8% | +137.4% | -116.7% | -0.6% |
| YTD | -15.6% | +186.4% | -202.0% | -32.6% |
| 1Y | -44.2% | +229.1% | -273.3% | -55.3% |
| All | -44.2% | +227.6% | -271.9% | -55.3% |
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