+156.3%
UMAC vs SBAC
-3.2%
+159.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -3.0% |
| 7D | -0.9% | -0.8% | -0.1% | -0.9% |
| 30D | -7.7% | +6.9% | -14.6% | -7.8% |
| 3M | -26.4% | -8.2% | -18.2% | -24.4% |
| 6M | +61.9% | -1.6% | +63.5% | +54.1% |
| YTD | +86.5% | -0.1% | +86.6% | +78.9% |
| 1Y | +156.3% | -0.5% | +156.8% | +158.6% |
| All | +156.3% | -3.2% | +159.5% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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