+72.6%
SPY vs UMC
+77.4%
-4.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | +2.6% | +11.2% | -8.6% | +0.3% |
| 30D | -2.0% | -28.0% | +26.1% | +4.2% |
| 3M | -2.8% | -20.5% | +17.8% | +0.6% |
| 6M | +2.1% | -1.6% | +3.7% | -2.3% |
| YTD | +11.5% | +99.4% | -87.9% | -14.0% |
| 1Y | +13.5% | +120.4% | -106.9% | -15.3% |
| 3Y | +77.7% | +134.2% | -56.5% | +26.3% |
| All | +72.6% | +77.4% | -4.9% | +25.8% |
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