-73.1%
SMR vs UMAC
+164.0%
-237.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.6% |
| 7D | +4.4% | -0.9% | +5.3% | +4.7% |
| 30D | +3.4% | -7.7% | +11.1% | +2.5% |
| 3M | -19.2% | -26.4% | +7.3% | -14.9% |
| 6M | -22.6% | +61.9% | -84.5% | -48.7% |
| YTD | -31.5% | +86.5% | -118.0% | -59.4% |
| 1Y | -73.1% | +156.3% | -229.4% | -87.6% |
| All | -73.1% | +164.0% | -237.1% | -87.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling