+16.9%
UMAC vs SBAC
-2.9%
+19.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -4.6% |
| 7D | -5.2% | +0.6% | -5.8% | -5.2% |
| 30D | -36.4% | +5.5% | -41.9% | -36.3% |
| 3M | -58.6% | +3.1% | -61.7% | -58.5% |
| 6M | -24.6% | -7.0% | -17.6% | -22.7% |
| YTD | -11.5% | +0.5% | -12.0% | -14.1% |
| 1Y | +16.9% | +0.2% | +16.7% | +13.8% |
| All | +16.9% | -2.9% | +19.8% | +13.8% |
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