+735.8%
SPY vs UMC
+259.6%
+476.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -1.3% |
| 7D | +0.1% | +5.0% | -4.8% | -0.9% |
| 30D | +0.1% | +7.7% | -7.6% | -1.6% |
| 3M | +2.0% | +1.7% | +0.3% | -0.2% |
| 6M | +13.0% | +113.9% | -100.9% | -6.6% |
| YTD | +13.5% | +168.9% | -155.4% | -11.7% |
| 1Y | +20.0% | +207.2% | -187.2% | -9.6% |
| 3Y | +77.2% | +227.7% | -150.5% | +29.9% |
| 5Y | +81.9% | +118.0% | -36.2% | +42.4% |
| 10Y | +314.1% | +1,682.1% | -1,368.1% | +91.9% |
| All | +735.8% | +259.6% | +476.2% | +259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling