+432.9%
SNXX vs UMC
+68.8%
+364.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.6% | +18.8% | +16.9% |
| 7D | +34.9% | +5.0% | +29.9% | +26.6% |
| 30D | +52.5% | +7.7% | +44.9% | +38.4% |
| 3M | -41.3% | +1.7% | -43.0% | -27.8% |
| 6M | +293.8% | +113.9% | +179.8% | +241.9% |
| All | +432.9% | +68.8% | +364.1% | +286.8% |
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