+1.5%
SMR vs UMC
+206.2%
-204.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.0% | -4.4% |
| 7D | +4.7% | +11.4% | -6.7% | -0.4% |
| 30D | +3.2% | +16.8% | -13.6% | -4.2% |
| 3M | +9.9% | +19.1% | -9.2% | -1.6% |
| 6M | -15.1% | +137.4% | -152.6% | -45.2% |
| YTD | -27.9% | +186.4% | -214.3% | -59.5% |
| 1Y | -70.2% | +229.1% | -299.3% | -84.3% |
| 3Y | +72.5% | +257.9% | -185.4% | -8.6% |
| All | +1.5% | +206.2% | -204.7% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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