-32.5%
SIRI vs UMAC
+473.8%
-506.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +0.6% | -3.4% | +4.0% | +0.6% |
| 30D | +2.5% | -15.1% | +17.6% | +2.7% |
| 3M | +6.6% | -10.8% | +17.4% | +6.5% |
| 6M | +32.9% | +15.7% | +17.2% | +30.8% |
| YTD | +50.5% | +80.1% | -29.7% | +46.0% |
| 1Y | +28.0% | +116.7% | -88.7% | +23.0% |
| All | -32.5% | +473.8% | -506.2% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling