+174.6%
SMTC vs UMAC
+129.0%
+45.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.5% |
| 7D | +13.1% | -3.4% | +16.5% | +13.8% |
| 30D | +19.5% | -15.1% | +34.6% | +21.5% |
| 3M | +2.2% | -10.8% | +13.0% | +1.2% |
| 6M | +94.9% | +15.7% | +79.2% | +79.0% |
| YTD | +127.0% | +80.1% | +46.8% | +89.6% |
| 1Y | +174.6% | +116.7% | +57.9% | +113.1% |
| All | +174.6% | +129.0% | +45.5% | +113.1% |
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