+57.8%
SO vs UMC
+143.5%
-85.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -0.7% |
| 7D | -1.1% | +9.0% | -10.1% | -1.0% |
| 30D | -5.0% | +17.2% | -22.2% | -5.0% |
| 3M | -5.8% | +11.4% | -17.2% | -5.9% |
| 6M | -7.9% | +137.5% | -145.4% | -9.4% |
| YTD | +2.4% | +193.1% | -190.7% | +0.2% |
| 1Y | -2.3% | +240.3% | -242.6% | -4.9% |
| 3Y | +41.9% | +262.2% | -220.3% | +36.4% |
| All | +57.8% | +143.5% | -85.8% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling