+86.2%
SPG vs UMAC
+182.0%
-95.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | -0.2% |
| 7D | +2.0% | -5.2% | +7.2% | +2.0% |
| 30D | +17.2% | -36.4% | +53.6% | +17.7% |
| 3M | +6.3% | -58.6% | +64.9% | +7.1% |
| 6M | +18.7% | -24.6% | +43.3% | +18.0% |
| YTD | +30.1% | -11.5% | +41.5% | +28.2% |
| 1Y | +32.8% | +16.9% | +15.9% | +29.9% |
| All | +86.2% | +182.0% | -95.8% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling