+191.4%
SOUN vs UMAC
+549.5%
-358.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.3% | -11.9% | -4.4% |
| 7D | -4.1% | +14.7% | -18.8% | -6.9% |
| 30D | -18.1% | -0.5% | -17.6% | -19.1% |
| 3M | -12.3% | +0.5% | -12.8% | -14.8% |
| 6M | -18.6% | +57.9% | -76.5% | -32.3% |
| YTD | -34.1% | +103.9% | -138.0% | -48.8% |
| 1Y | -57.0% | +159.3% | -216.3% | -68.8% |
| All | +191.4% | +549.5% | -358.1% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling