+43.8%
SO vs UMC
+262.0%
-218.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.6% |
| 7D | 0.0% | +13.6% | -13.6% | +0.5% |
| 30D | -2.5% | +20.8% | -23.2% | -1.9% |
| 3M | -4.2% | +16.1% | -20.3% | -3.7% |
| 6M | -7.7% | +137.3% | -145.0% | -6.3% |
| YTD | +3.8% | +193.8% | -190.0% | +5.7% |
| 1Y | +0.1% | +236.1% | -236.0% | +1.8% |
| All | +43.8% | +262.0% | -218.2% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling