+86.2%
SU vs UMAC
+2.9%
+83.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -10.9% | +6.4% | -4.5% |
| 7D | -7.1% | -26.0% | +19.0% | -7.1% |
| 30D | +4.8% | -40.3% | +45.1% | +4.8% |
| 3M | +12.5% | -51.1% | +63.6% | +12.6% |
| 6M | +6.5% | -5.6% | +12.1% | +6.3% |
| YTD | +65.8% | +2.3% | +63.5% | +64.2% |
| 1Y | +86.2% | +7.9% | +78.3% | +84.5% |
| All | +86.2% | +2.9% | +83.2% | +84.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling