+421.3%
SITM vs UMAC
+488.3%
-67.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.4% | +2.4% |
| 7D | +4.8% | -4.0% | +8.8% | +5.1% |
| 30D | -9.7% | -9.4% | -0.3% | -9.3% |
| 3M | -9.3% | +3.0% | -12.3% | -10.3% |
| 6M | +69.5% | +27.2% | +42.3% | +62.3% |
| YTD | +70.5% | +84.7% | -14.2% | +57.3% |
| 1Y | +145.3% | +136.5% | +8.8% | +120.4% |
| All | +421.3% | +488.3% | -67.0% | +300.5% |
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 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