+82.0%
SPY vs UMC
+134.9%
-52.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.1% |
| 7D | -2.0% | +11.4% | -13.4% | -4.2% |
| 30D | -1.7% | +16.8% | -18.4% | -5.0% |
| 3M | +4.7% | +19.1% | -14.4% | -1.4% |
| 6M | +12.5% | +137.4% | -124.9% | -12.1% |
| YTD | +11.7% | +186.4% | -174.7% | -18.9% |
| 1Y | +17.5% | +229.1% | -211.6% | -18.6% |
| 3Y | +76.6% | +257.9% | -181.3% | +15.8% |
| 5Y | +82.0% | +137.5% | -55.5% | +27.2% |
| All | +82.0% | +134.9% | -52.8% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling