+240.6%
SN vs UMAC
+494.0%
-253.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.9% |
| 7D | -9.3% | -0.9% | -8.4% | -9.3% |
| 30D | -4.8% | -7.7% | +2.9% | -4.7% |
| 3M | +40.4% | -26.4% | +66.9% | +41.0% |
| 6M | +50.9% | +61.9% | -10.9% | +45.8% |
| YTD | +54.9% | +86.5% | -31.6% | +48.3% |
| 1Y | +43.0% | +156.3% | -113.3% | +34.4% |
| All | +240.6% | +494.0% | -253.4% | +202.9% |
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 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