-72.0%
SPXS vs UMAC
+488.3%
-560.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +1.6% |
| 7D | +6.4% | -4.0% | +10.4% | +6.1% |
| 30D | +6.0% | -9.4% | +15.4% | +5.8% |
| 3M | -11.6% | +3.0% | -14.6% | -9.9% |
| 6M | -28.7% | +27.2% | -55.9% | -24.4% |
| YTD | -26.3% | +84.7% | -111.0% | -19.2% |
| 1Y | -34.9% | +136.5% | -171.4% | -26.6% |
| All | -72.0% | +488.3% | -560.2% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling