+702.7%
SMTC vs UMAC
+549.5%
+153.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +9.3% | +0.6% | +9.1% |
| 7D | +22.9% | +14.7% | +8.2% | +21.4% |
| 30D | +16.6% | -0.5% | +17.1% | +16.1% |
| 3M | +2.4% | +0.5% | +1.9% | +1.1% |
| 6M | +98.3% | +57.9% | +40.3% | +85.4% |
| YTD | +120.7% | +103.9% | +16.8% | +100.4% |
| 1Y | +168.3% | +159.3% | +9.0% | +137.3% |
| All | +702.7% | +549.5% | +153.2% | +508.7% |
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