+344.8%
SN vs UMAC
+182.0%
+162.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.6% | +7.5% | +3.0% |
| 7D | +1.5% | -5.2% | +6.8% | +1.7% |
| 30D | +21.5% | -36.4% | +57.9% | +23.2% |
| 3M | +20.0% | -58.6% | +78.6% | +23.2% |
| 6M | +119.9% | -24.6% | +144.6% | +118.7% |
| YTD | +102.3% | -11.5% | +113.8% | +98.3% |
| 1Y | +148.0% | +16.9% | +131.1% | +140.0% |
| All | +344.8% | +182.0% | +162.8% | +304.9% |
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