+823.3%
SPYM vs UMC
+1,125.1%
-301.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.6% | -1.5% |
| 7D | +0.6% | +6.6% | -6.0% | -0.6% |
| 30D | -0.9% | +16.6% | -17.5% | -3.8% |
| 3M | +3.9% | +11.0% | -7.1% | +0.3% |
| 6M | +14.5% | +131.3% | -116.7% | -4.6% |
| YTD | +13.0% | +182.5% | -169.5% | -10.4% |
| 1Y | +19.4% | +222.3% | -202.8% | -7.8% |
| 3Y | +78.9% | +253.0% | -174.2% | +34.0% |
| 5Y | +82.3% | +141.8% | -59.5% | +43.7% |
| 10Y | +314.7% | +1,772.2% | -1,457.5% | +111.3% |
| All | +823.3% | +1,125.1% | -301.8% | +338.0% |
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