+251.0%
SPOT vs UMC
+1,266.8%
-1,015.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -2.0% |
| 7D | -6.5% | +13.6% | -20.1% | -9.4% |
| 30D | +2.2% | +20.8% | -18.6% | -2.6% |
| 3M | +5.4% | +16.1% | -10.7% | -1.8% |
| 6M | -4.0% | +137.3% | -141.3% | -27.8% |
| YTD | -9.9% | +193.8% | -203.7% | -37.8% |
| 1Y | -27.3% | +236.1% | -263.4% | -52.1% |
| 3Y | +236.4% | +267.1% | -30.7% | +108.8% |
| 5Y | +112.6% | +145.3% | -32.7% | +42.6% |
| All | +251.0% | +1,266.8% | -1,015.8% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling