-23.8%
SPOT vs UMC
+238.8%
-262.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.9% |
| 7D | -3.1% | +9.0% | -12.1% | -2.7% |
| 30D | +7.4% | +17.2% | -9.9% | +8.0% |
| 3M | +8.2% | +11.4% | -3.2% | +8.0% |
| 6M | +2.2% | +137.5% | -135.3% | +2.0% |
| YTD | -9.5% | +193.1% | -202.6% | -8.3% |
| 1Y | -23.8% | +240.3% | -264.1% | -23.2% |
| All | -23.8% | +238.8% | -262.6% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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