-26.3%
SKHY vs UMAC
-48.8%
+22.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -17.6% | +4.2% | -6.1% |
| 7D | -23.6% | -37.8% | +14.3% | -7.8% |
| 30D | -32.1% | -52.0% | +19.8% | -10.2% |
| 3M | -18.0% | -58.3% | +40.3% | +2.8% |
| All | -26.3% | -48.8% | +22.6% | -29.0% |
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