+244.1%
SN vs UMAC
+549.5%
-305.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.3% | -8.3% | +0.7% |
| 7D | +0.1% | +14.7% | -14.6% | -0.4% |
| 30D | -5.6% | -0.5% | -5.1% | -5.8% |
| 3M | +48.1% | +0.5% | +47.6% | +47.1% |
| 6M | +57.6% | +57.9% | -0.3% | +52.3% |
| YTD | +56.5% | +103.9% | -47.4% | +49.3% |
| 1Y | +52.6% | +159.3% | -106.7% | +43.3% |
| All | +244.1% | +549.5% | -305.4% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling