+1,368.1%
SO vs UMC
+259.6%
+1,108.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -1.0% |
| 7D | -0.2% | +5.0% | -5.1% | -0.5% |
| 30D | -4.6% | +7.7% | -12.3% | -5.0% |
| 3M | -3.0% | +1.7% | -4.7% | -3.7% |
| 6M | -8.3% | +113.9% | -122.2% | -13.6% |
| YTD | +3.5% | +168.9% | -165.4% | -4.2% |
| 1Y | -0.9% | +207.2% | -208.1% | -9.3% |
| 3Y | +45.4% | +227.7% | -182.3% | +31.5% |
| 5Y | +59.6% | +118.0% | -58.4% | +47.0% |
| 10Y | +156.6% | +1,682.1% | -1,525.5% | +97.7% |
| All | +1,368.1% | +259.6% | +1,108.4% | +940.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling