+332.5%
SN vs UMAC
+195.7%
+136.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.8% |
| 7D | +1.4% | +10.1% | -8.8% | +1.0% |
| 30D | +16.6% | -39.1% | +55.7% | +18.4% |
| 3M | +18.3% | -56.2% | +74.5% | +21.2% |
| 6M | +103.1% | -16.2% | +119.3% | +101.2% |
| YTD | +96.7% | -7.1% | +103.9% | +92.5% |
| 1Y | +134.3% | +10.3% | +124.1% | +127.2% |
| All | +332.5% | +195.7% | +136.7% | +293.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling