+314.7%
SPY vs UMC
+1,863.6%
-1,548.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.4% |
| 7D | -0.8% | +9.0% | -9.8% | -2.4% |
| 30D | -1.1% | +17.2% | -18.3% | -4.1% |
| 3M | +3.9% | +11.4% | -7.5% | +0.2% |
| 6M | +13.6% | +137.5% | -123.9% | -6.8% |
| YTD | +12.7% | +193.1% | -180.4% | -12.7% |
| 1Y | +17.5% | +240.3% | -222.8% | -12.0% |
| 3Y | +76.9% | +262.2% | -185.3% | +28.8% |
| 5Y | +83.6% | +143.1% | -59.5% | +40.0% |
| All | +314.7% | +1,863.6% | -1,548.8% | +104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling