+177.6%
SOUN vs UMAC
+473.8%
-296.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.2% |
| 7D | -7.1% | -3.4% | -3.7% | -6.6% |
| 30D | -15.4% | -15.1% | -0.3% | -13.7% |
| 3M | -10.6% | -10.8% | +0.2% | -11.1% |
| 6M | -19.6% | +15.7% | -35.3% | -28.6% |
| YTD | -37.2% | +80.1% | -117.4% | -50.0% |
| 1Y | -57.1% | +116.7% | -173.8% | -67.7% |
| All | +177.6% | +473.8% | -296.1% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling