+43.0%
SO vs UMAC
+508.0%
-465.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | -0.8% |
| 7D | 0.0% | +3.3% | -3.2% | 0.0% |
| 30D | -2.5% | -10.4% | +7.9% | -2.5% |
| 3M | -4.2% | +1.8% | -5.9% | -4.1% |
| 6M | -7.7% | +40.7% | -48.4% | -7.4% |
| YTD | +3.8% | +90.9% | -87.1% | +4.1% |
| 1Y | +0.1% | +151.8% | -151.7% | +0.5% |
| All | +43.0% | +508.0% | -465.0% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling