+23.7%
SPGI vs UMAC
-25.4%
+49.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.0% |
| 7D | +1.2% | -5.2% | +6.4% | +1.1% |
| 30D | +15.9% | -36.4% | +52.3% | +14.8% |
| 3M | +12.3% | -58.6% | +70.9% | +10.6% |
| 6M | +23.7% | -24.6% | +48.3% | +24.0% |
| All | +23.7% | -25.4% | +49.1% | +24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling