+57.8%
SPYM vs UMAC
+508.0%
-450.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | -0.3% |
| 7D | -0.4% | +3.3% | -3.6% | -0.4% |
| 30D | -1.4% | -10.4% | +9.0% | -1.3% |
| 3M | +3.7% | +1.8% | +2.0% | +3.2% |
| 6M | +13.0% | +40.7% | -27.7% | +10.9% |
| YTD | +12.5% | +90.9% | -78.4% | +9.3% |
| 1Y | +18.6% | +151.8% | -133.1% | +14.2% |
| All | +57.8% | +508.0% | -450.2% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling