+115.3%
SPOT vs UMAC
+473.8%
-358.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +0.8% |
| 7D | -3.1% | -3.4% | +0.3% | -3.0% |
| 30D | +7.4% | -15.1% | +22.5% | +7.6% |
| 3M | +8.2% | -10.8% | +18.9% | +8.0% |
| 6M | +2.2% | +15.7% | -13.5% | +0.4% |
| YTD | -9.5% | +80.1% | -89.6% | -12.4% |
| 1Y | -23.8% | +116.7% | -140.6% | -27.0% |
| All | +115.3% | +473.8% | -358.4% | +98.8% |
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