+197.1%
SLV vs UMAC
+508.0%
-310.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.4% | +8.7% | +2.5% |
| 7D | +2.8% | +3.3% | -0.5% | +2.6% |
| 30D | +2.2% | -10.4% | +12.6% | +2.3% |
| 3M | +2.9% | +1.8% | +1.1% | +2.1% |
| 6M | -22.4% | +40.7% | -63.2% | -24.3% |
| YTD | -5.7% | +90.9% | -96.6% | -8.8% |
| 1Y | +63.3% | +151.8% | -88.4% | +57.3% |
| All | +197.1% | +508.0% | -310.9% | +191.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling