+154.8%
SO vs UMC
+1,818.5%
-1,663.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | -1.1% | +11.4% | -12.5% | -1.5% |
| 30D | -3.7% | +16.8% | -20.5% | -4.3% |
| 3M | -5.9% | +19.1% | -25.0% | -7.0% |
| 6M | -7.3% | +137.4% | -144.8% | -11.7% |
| YTD | +3.1% | +186.4% | -183.3% | -3.0% |
| 1Y | -1.0% | +229.1% | -230.1% | -7.7% |
| 3Y | +43.2% | +257.9% | -214.6% | +31.6% |
| 5Y | +59.1% | +137.5% | -78.4% | +48.5% |
| All | +154.8% | +1,818.5% | -1,663.7% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling