+51.5%
SO vs UMAC
+182.0%
-130.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.9% | +1.2% |
| 7D | +1.4% | -5.2% | +6.6% | +1.3% |
| 30D | +4.7% | -36.4% | +41.1% | +4.5% |
| 3M | +1.7% | -58.6% | +60.3% | +1.4% |
| 6M | +2.2% | -24.6% | +26.8% | +2.1% |
| YTD | +10.0% | -11.5% | +21.4% | +10.0% |
| 1Y | +6.0% | +16.9% | -10.8% | +6.2% |
| All | +51.5% | +182.0% | -130.5% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling