+7.5%
SMR vs UMC
+214.1%
-206.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -5.2% |
| 7D | +13.1% | +13.6% | -0.5% | +6.5% |
| 30D | +17.8% | +20.8% | -3.0% | +7.6% |
| 3M | +8.1% | +16.1% | -8.0% | -2.0% |
| 6M | -11.1% | +137.3% | -148.4% | -42.7% |
| YTD | -23.7% | +193.8% | -217.5% | -57.6% |
| 1Y | -69.4% | +236.1% | -305.5% | -84.0% |
| 3Y | +82.6% | +267.1% | -184.5% | -4.5% |
| All | +7.5% | +214.1% | -206.6% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling