+702.6%
UMAC vs SBAC
-6.0%
+708.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.2% |
| 7D | +3.3% | +0.2% | +3.1% | +3.3% |
| 30D | -10.4% | +3.9% | -14.2% | -11.0% |
| 3M | +1.8% | -8.2% | +9.9% | +3.9% |
| 6M | +40.7% | -2.8% | +43.5% | +39.2% |
| YTD | +90.9% | -1.5% | +92.4% | +87.5% |
| 1Y | +151.8% | 0.0% | +151.7% | +146.1% |
| All | +702.6% | -6.0% | +708.7% | +700.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling