-95.2%
SNDQ vs UMC
+92.5%
-187.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.5% | +10.9% |
| 7D | +11.6% | +9.0% | +2.6% | +29.7% |
| 30D | -45.1% | +17.2% | -62.3% | -25.6% |
| 3M | -68.6% | +11.4% | -80.0% | -41.8% |
| All | -95.2% | +92.5% | -187.7% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling