-57.5%
SMCI vs UMAC
+488.3%
-545.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -3.6% |
| 7D | -1.3% | -4.0% | +2.7% | -0.9% |
| 30D | +18.3% | -9.4% | +27.7% | +19.1% |
| 3M | +27.7% | +3.0% | +24.7% | +26.1% |
| 6M | +17.6% | +27.2% | -9.6% | +12.9% |
| YTD | +27.7% | +84.7% | -57.0% | +18.6% |
| 1Y | -14.9% | +136.5% | -151.4% | -22.6% |
| All | -57.5% | +488.3% | -545.8% | -65.4% |
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 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