+56.3%
SPY vs UMAC
+182.0%
-125.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.3% | -0.2% |
| 7D | +2.6% | -5.2% | +7.8% | +2.7% |
| 30D | -2.0% | -36.4% | +34.4% | -1.0% |
| 3M | -2.8% | -58.6% | +55.8% | -1.0% |
| 6M | +2.1% | -24.6% | +26.8% | +1.9% |
| YTD | +11.5% | -11.5% | +22.9% | +10.2% |
| 1Y | +13.5% | +16.9% | -3.4% | +11.2% |
| All | +56.3% | +182.0% | -125.7% | +49.1% |
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