+63.6%
SPG vs UMAC
+488.3%
-424.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.1% |
| 7D | -2.2% | -4.0% | +1.8% | -2.2% |
| 30D | -5.8% | -9.4% | +3.6% | -5.7% |
| 3M | -2.8% | +3.0% | -5.8% | -3.1% |
| 6M | +8.9% | +27.2% | -18.3% | +7.6% |
| YTD | +14.3% | +84.7% | -70.4% | +11.9% |
| 1Y | +19.5% | +136.5% | -117.0% | +15.8% |
| All | +63.6% | +488.3% | -424.7% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling