+450.2%
SITM vs UMAC
+473.8%
-23.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +5.7% |
| 7D | +3.9% | -3.4% | +7.3% | +4.1% |
| 30D | -6.6% | -15.1% | +8.5% | -5.7% |
| 3M | -11.9% | -10.8% | -1.1% | -12.0% |
| 6M | +81.1% | +15.7% | +65.5% | +74.6% |
| YTD | +80.0% | +80.1% | -0.2% | +66.3% |
| 1Y | +145.8% | +116.7% | +29.1% | +122.2% |
| All | +450.2% | +473.8% | -23.6% | +323.5% |
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