+214.7%
SNDU vs UMAC
+14.7%
+200.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.5% | -5.2% | -6.6% |
| 7D | -12.7% | -3.4% | -9.3% | -11.8% |
| 30D | +35.8% | -15.1% | +50.9% | +40.5% |
| 3M | -54.8% | -10.8% | -44.1% | -55.8% |
| All | +214.7% | +14.7% | +200.0% | +233.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling