+260.6%
SNDU vs UMAC
+18.7%
+241.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.6% | -3.1% | +26.7% | +24.9% |
| 7D | +35.2% | -0.9% | +36.1% | +35.2% |
| 30D | +50.8% | -7.7% | +58.5% | +50.9% |
| 3M | -43.2% | -26.4% | -16.7% | -43.8% |
| All | +260.6% | +18.7% | +241.9% | +277.9% |
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 · Available span rolling