-34.6%
SNPS vs UMAC
+164.0%
-198.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -5.2% |
| 7D | -11.0% | -0.9% | -10.1% | -11.0% |
| 30D | -1.7% | -7.7% | +5.9% | -1.5% |
| 3M | -20.4% | -26.4% | +6.1% | -19.9% |
| 6M | -8.6% | +61.9% | -70.5% | -14.2% |
| YTD | -16.2% | +86.5% | -102.7% | -24.4% |
| 1Y | -34.6% | +156.3% | -190.9% | -46.4% |
| All | -34.6% | +164.0% | -198.6% | -46.4% |
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