+32.1%
SOLS vs UMAC
+82.8%
-50.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.1% | +6.9% | +4.1% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +2.1% | -7.7% | +9.8% | +2.0% |
| 3M | -24.1% | -26.4% | +2.3% | -24.2% |
| 6M | -15.0% | +61.9% | -76.8% | -20.7% |
| YTD | +31.6% | +86.5% | -54.9% | +20.9% |
| All | +32.1% | +82.8% | -50.7% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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