+12.8%
SYY vs UMAC
+473.8%
-460.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.1% |
| 7D | +3.9% | -3.4% | +7.4% | +4.0% |
| 30D | -1.7% | -15.1% | +13.3% | -1.7% |
| 3M | +5.2% | -10.8% | +15.9% | +5.2% |
| 6M | -0.2% | +15.7% | -15.9% | -0.9% |
| YTD | +15.4% | +80.1% | -64.8% | +14.0% |
| 1Y | +5.6% | +116.7% | -111.1% | +4.1% |
| All | +12.8% | +473.8% | -460.9% | +7.8% |
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