+11.1%
SKDD vs UMAC
-39.7%
+50.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +28.6% | -17.6% | +46.2% | +16.2% |
| 7D | +60.6% | -37.8% | +98.4% | +24.1% |
| 30D | +76.2% | -52.0% | +128.2% | +21.1% |
| 3M | -4.6% | -58.3% | +53.7% | -34.4% |
| All | +11.1% | -39.7% | +50.7% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling