+11.8%
SGOV vs UMAC
+473.8%
-462.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | 0.0% | -3.4% | +3.5% | +0.1% |
| 30D | +0.3% | -15.1% | +15.4% | +0.3% |
| 3M | +0.9% | -10.8% | +11.7% | +0.9% |
| 6M | +1.8% | +15.7% | -13.8% | +1.8% |
| YTD | +2.5% | +80.1% | -77.6% | +2.5% |
| 1Y | +3.8% | +116.7% | -112.9% | +3.8% |
| All | +11.8% | +473.8% | -462.0% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling