+17.6%
SMCI vs UMAC
+35.9%
-18.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -3.0% |
| 7D | -1.3% | -4.0% | +2.7% | -0.2% |
| 30D | +18.3% | -9.4% | +27.7% | +19.9% |
| 3M | +27.7% | +3.0% | +24.7% | +21.3% |
| 6M | +17.6% | +27.2% | -9.6% | +1.4% |
| All | +17.6% | +35.9% | -18.3% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling