+73.4%
SPYG vs UMAC
+473.8%
-400.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.9% |
| 7D | -0.9% | -3.4% | +2.5% | -0.8% |
| 30D | -1.5% | -15.1% | +13.6% | -1.2% |
| 3M | +3.7% | -10.8% | +14.5% | +3.5% |
| 6M | +16.4% | +15.7% | +0.7% | +14.3% |
| YTD | +13.3% | +80.1% | -66.8% | +9.5% |
| 1Y | +17.9% | +116.7% | -98.8% | +12.9% |
| All | +73.4% | +473.8% | -400.3% | +62.3% |
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