+29.7%
SRE vs UMAC
+473.8%
-444.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | -0.8% | -3.4% | +2.6% | -0.8% |
| 30D | -3.0% | -15.1% | +12.1% | -2.9% |
| 3M | -8.3% | -10.8% | +2.5% | -8.4% |
| 6M | -8.9% | +15.7% | -24.6% | -9.7% |
| YTD | -4.3% | +80.1% | -84.4% | -5.9% |
| 1Y | +2.7% | +116.7% | -114.0% | +0.5% |
| All | +29.7% | +473.8% | -444.1% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling