+57.5%
SPY vs UMAC
+508.0%
-450.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | -0.3% |
| 7D | -0.4% | +3.3% | -3.6% | -0.5% |
| 30D | -1.4% | -10.4% | +9.0% | -1.3% |
| 3M | +3.7% | +1.8% | +1.9% | +3.2% |
| 6M | +13.0% | +40.7% | -27.7% | +10.8% |
| YTD | +12.4% | +90.9% | -78.5% | +9.2% |
| 1Y | +18.5% | +151.8% | -133.2% | +14.0% |
| All | +57.5% | +508.0% | -450.5% | +47.7% |
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