+2.4%
SNPS vs UMAC
+138.6%
-136.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.2% |
| 7D | -4.6% | -4.0% | -0.6% | -4.4% |
| 30D | -3.3% | -9.4% | +6.1% | -3.0% |
| 3M | -13.8% | +3.0% | -16.7% | -14.4% |
| 6M | -8.2% | +27.2% | -35.4% | -11.9% |
| YTD | -15.4% | +84.7% | -100.1% | -24.6% |
| 1Y | +2.4% | +136.5% | -134.1% | -12.8% |
| All | +2.4% | +138.6% | -136.2% | -12.8% |
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