+4,437.1%
SNDK vs UMAC
+91.3%
+4,345.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -3.0% |
| 7D | -6.1% | -3.4% | -2.7% | -5.6% |
| 30D | +21.5% | -15.1% | +36.6% | +23.7% |
| 3M | -13.2% | -10.8% | -2.4% | -13.4% |
| 6M | +149.2% | +15.7% | +133.5% | +126.4% |
| YTD | +588.1% | +80.1% | +507.9% | +463.2% |
| 1Y | +1,837.5% | +116.7% | +1,720.8% | +1,410.0% |
| All | +4,437.1% | +91.3% | +4,345.8% | +3,114.2% |
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