+184.3%
SLV vs UMAC
+473.8%
-289.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.5% | +1.2% |
| 7D | -2.8% | -3.4% | +0.6% | -2.7% |
| 30D | -1.6% | -15.1% | +13.5% | -1.2% |
| 3M | -4.4% | -10.8% | +6.3% | -4.7% |
| 6M | -25.4% | +15.7% | -41.1% | -26.8% |
| YTD | -9.8% | +80.1% | -89.9% | -12.5% |
| 1Y | +53.8% | +116.7% | -62.9% | +48.6% |
| All | +184.3% | +473.8% | -289.4% | +179.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling