+657.4%
UMAC vs SBAC
-6.7%
+664.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.9% |
| 7D | -3.4% | -2.1% | -1.3% | -3.0% |
| 30D | -15.1% | +2.0% | -17.1% | -15.4% |
| 3M | -10.8% | -8.3% | -2.5% | -8.8% |
| 6M | +15.7% | +0.3% | +15.4% | +13.6% |
| YTD | +80.1% | -2.2% | +82.3% | +77.1% |
| 1Y | +116.7% | -4.6% | +121.3% | +115.0% |
| All | +657.4% | -6.7% | +664.1% | +656.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling