-91.0%
SNDQ vs UMAC
-18.8%
-72.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -10.9% | +26.2% | +10.1% |
| 7D | +66.1% | -26.0% | +92.2% | +48.7% |
| 30D | +122.5% | -40.3% | +162.8% | +86.1% |
| 3M | +11.6% | -51.1% | +62.7% | -10.5% |
| 6M | -82.2% | -5.6% | -76.5% | -82.6% |
| All | -91.0% | -18.8% | -72.2% | -91.1% |
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