+102.2%
SPMO vs UMAC
+473.8%
-371.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.6% |
| 7D | -0.9% | -3.4% | +2.5% | -0.8% |
| 30D | -1.9% | -15.1% | +13.2% | -1.6% |
| 3M | -1.4% | -10.8% | +9.4% | -1.6% |
| 6M | +25.5% | +15.7% | +9.8% | +23.1% |
| YTD | +24.8% | +80.1% | -55.3% | +20.6% |
| 1Y | +24.5% | +116.7% | -92.2% | +19.3% |
| All | +102.2% | +473.8% | -371.6% | +89.2% |
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