+116.7%
UMAC vs SBAC
-2.5%
+119.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.5% |
| 7D | -3.4% | -2.1% | -1.3% | -3.4% |
| 30D | -15.1% | +2.0% | -17.1% | -15.1% |
| 3M | -10.8% | -8.3% | -2.5% | -8.7% |
| 6M | +15.7% | +0.3% | +15.4% | +10.8% |
| YTD | +80.1% | -2.2% | +82.3% | +72.0% |
| 1Y | +116.7% | -4.6% | +121.3% | +141.3% |
| All | +116.7% | -2.5% | +119.2% | +141.3% |
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