-15.6%
SPCX vs UMAC
-49.5%
+33.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -10.9% | +7.1% | -0.9% |
| 7D | -6.4% | -26.0% | +19.6% | +1.2% |
| 30D | -20.6% | -40.3% | +19.8% | -9.7% |
| 3M | +8.4% | -51.1% | +59.6% | +25.2% |
| All | -15.6% | -49.5% | +33.9% | -3.0% |
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 · Available span rolling