+657.4%
UMAC vs SFM
+41.0%
+616.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.2% | -2.6% |
| 7D | -3.4% | -10.6% | +7.2% | -1.1% |
| 30D | -15.1% | -15.5% | +0.4% | -12.3% |
| 3M | -10.8% | -17.4% | +6.7% | -7.6% |
| 6M | +15.7% | -3.4% | +19.1% | +12.0% |
| YTD | +80.1% | -8.7% | +88.8% | +76.8% |
| 1Y | +116.7% | -47.2% | +163.9% | +171.5% |
| All | +657.4% | +41.0% | +616.4% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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