+10.1%
SPGI vs UMAC
+549.5%
-539.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +9.3% | -12.5% | -3.3% |
| 7D | -2.5% | +14.7% | -17.2% | -2.6% |
| 30D | +5.4% | -0.5% | +5.9% | +5.3% |
| 3M | +9.0% | +0.5% | +8.5% | +8.8% |
| 6M | +0.8% | +57.9% | -57.2% | -0.8% |
| YTD | -12.6% | +103.9% | -116.5% | -14.5% |
| 1Y | -16.1% | +159.3% | -175.4% | -18.6% |
| All | +10.1% | +549.5% | -539.4% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling