-29.4%
SNPS vs UMAC
+473.8%
-503.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.1% |
| 7D | +0.9% | -3.4% | +4.3% | +1.0% |
| 30D | -3.6% | -15.1% | +11.5% | -3.3% |
| 3M | -12.9% | -10.8% | -2.1% | -13.0% |
| 6M | -8.2% | +15.7% | -23.9% | -9.7% |
| YTD | -15.4% | +80.1% | -95.5% | -18.2% |
| 1Y | -9.3% | +116.7% | -126.0% | -13.0% |
| All | -29.4% | +473.8% | -503.1% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling