+0.8%
SPGI vs UMAC
+6.6%
-5.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.5% |
| 7D | -0.8% | +10.1% | -11.0% | -0.7% |
| 30D | +14.3% | -39.1% | +53.4% | +13.8% |
| 3M | +14.5% | -56.2% | +70.7% | +13.9% |
| 6M | +17.3% | -16.2% | +33.5% | +16.2% |
| YTD | -4.6% | -7.1% | +2.6% | -6.2% |
| 1Y | +0.8% | +10.3% | -9.5% | -1.7% |
| All | +0.8% | +6.6% | -5.8% | -1.7% |
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 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 · 6 months rolling