-73.0%
SPXU vs UMAC
+473.8%
-546.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | 0.0% | -2.6% |
| 7D | +2.5% | -3.4% | +5.9% | +2.3% |
| 30D | +4.2% | -15.1% | +19.3% | +3.5% |
| 3M | -9.3% | -10.8% | +1.5% | -8.5% |
| 6M | -30.7% | +15.7% | -46.4% | -27.0% |
| YTD | -28.1% | +80.1% | -108.3% | -21.4% |
| 1Y | -35.2% | +116.7% | -152.0% | -27.2% |
| All | -73.0% | +473.8% | -546.7% | -66.7% |
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 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