+3.7%
SO vs UMC
+112.5%
-108.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.8% |
| 7D | +1.7% | -14.7% | +16.4% | +0.9% |
| 30D | +11.1% | -32.9% | +44.0% | +9.1% |
| 3M | +0.7% | -22.2% | +22.8% | -0.3% |
| 6M | -1.4% | +25.9% | -27.3% | -0.7% |
| YTD | +9.4% | +107.9% | -98.5% | +12.8% |
| 1Y | +3.7% | +115.0% | -111.3% | +7.1% |
| All | +3.7% | +112.5% | -108.8% | +7.1% |
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