+192.7%
SLV vs UMAC
+494.0%
-301.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.1% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | +6.7% | -7.7% | +14.3% | +6.7% |
| 3M | -10.7% | -26.4% | +15.7% | -10.4% |
| 6M | -20.6% | +61.9% | -82.5% | -22.8% |
| YTD | -7.1% | +86.5% | -93.6% | -10.0% |
| 1Y | +62.0% | +156.3% | -94.3% | +56.1% |
| All | +192.7% | +494.0% | -301.3% | +187.8% |
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 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