+2,684.0%
SNDK vs UMC
+209.4%
+2,474.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.6% | +7.3% | +8.6% |
| 7D | +17.2% | +5.0% | +12.2% | +13.3% |
| 30D | +28.8% | +7.7% | +21.2% | +22.2% |
| 3M | -1.1% | +1.7% | -2.8% | +1.5% |
| 6M | +190.5% | +113.9% | +76.5% | +108.0% |
| YTD | +633.0% | +168.9% | +464.1% | +280.2% |
| 1Y | +2,684.0% | +207.2% | +2,476.8% | +1,349.2% |
| All | +2,684.0% | +209.4% | +2,474.6% | +1,349.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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