+363.5%
SE vs UMC
+824.0%
-460.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.0% |
| 7D | -0.5% | +11.2% | -11.7% | -4.9% |
| 30D | -20.9% | -28.0% | +7.1% | -11.0% |
| 3M | -38.9% | -20.5% | -18.4% | -34.9% |
| 6M | -19.4% | -1.6% | -17.9% | -26.6% |
| YTD | -40.9% | +99.4% | -140.3% | -62.9% |
| 1Y | -46.2% | +120.4% | -166.6% | -67.9% |
| 3Y | +63.7% | +134.2% | -70.5% | -9.0% |
| 5Y | -77.9% | +78.8% | -156.8% | -86.3% |
| All | +363.5% | +824.0% | -460.6% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling