+2,684.0%
SNDK vs UMAC
+164.0%
+2,520.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.1% | +15.0% | +12.6% |
| 7D | +17.2% | -0.9% | +18.1% | +17.2% |
| 30D | +28.8% | -7.7% | +36.5% | +29.0% |
| 3M | -1.1% | -26.4% | +25.3% | +0.6% |
| 6M | +190.5% | +61.9% | +128.6% | +138.6% |
| YTD | +633.0% | +86.5% | +546.5% | +457.4% |
| 1Y | +2,684.0% | +156.3% | +2,527.7% | +1,805.4% |
| All | +2,684.0% | +164.0% | +2,520.0% | +1,805.4% |
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