+45.9%
SN vs UMAC
+146.7%
-100.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -3.1% |
| 7D | -3.4% | +3.3% | -6.7% | -3.5% |
| 30D | -9.1% | -10.4% | +1.3% | -8.9% |
| 3M | +31.8% | +1.8% | +30.0% | +30.9% |
| 6M | +52.0% | +40.7% | +11.3% | +46.9% |
| YTD | +51.3% | +90.9% | -39.6% | +44.8% |
| All | +45.9% | +146.7% | -100.8% | +41.8% |
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