+66.7%
SNXX vs UMC
+30.5%
+36.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -2.1% | -13.7% | -12.8% |
| 7D | -47.8% | -14.7% | -33.1% | -32.1% |
| 30D | -66.0% | -32.9% | -33.2% | -37.4% |
| 3M | -57.5% | -22.2% | -35.3% | -37.0% |
| 6M | -66.7% | +25.9% | -92.6% | -51.1% |
| All | +66.7% | +30.5% | +36.2% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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