+368.8%
SNXX vs UMC
+84.0%
+284.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.4% | -9.4% | -10.3% |
| 7D | -12.0% | +9.0% | -21.0% | -22.5% |
| 30D | +37.9% | +17.2% | +20.7% | +9.8% |
| 3M | -52.7% | +11.4% | -64.1% | -49.2% |
| 6M | +194.8% | +137.5% | +57.3% | +129.2% |
| All | +368.8% | +84.0% | +284.8% | +199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling