+78.7%
SO vs UMC
+87.9%
-9.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.9% | -6.7% | +0.2% |
| 7D | +0.8% | +0.1% | +0.6% | +0.8% |
| 30D | +7.8% | -28.7% | +36.5% | +7.7% |
| 3M | +2.9% | -15.1% | +18.0% | +2.8% |
| 6M | +2.5% | +5.0% | -2.5% | +1.7% |
| YTD | +10.3% | +108.2% | -97.9% | +7.5% |
| 1Y | +6.4% | +121.7% | -115.4% | +3.5% |
| 3Y | +52.8% | +139.8% | -87.0% | +46.8% |
| 5Y | +78.7% | +85.1% | -6.4% | +66.3% |
| All | +78.7% | +87.9% | -9.2% | +66.3% |
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 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