+6.0%
SO vs UMC
+117.0%
-111.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.1% |
| 7D | +1.4% | +11.2% | -9.8% | +1.9% |
| 30D | +4.7% | -28.0% | +32.7% | +3.1% |
| 3M | +1.7% | -20.5% | +22.2% | +0.8% |
| 6M | +2.2% | -1.6% | +3.7% | +2.1% |
| YTD | +10.0% | +99.4% | -89.4% | +13.9% |
| 1Y | +6.0% | +120.4% | -114.4% | +10.6% |
| All | +6.0% | +117.0% | -111.0% | +10.6% |
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 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