+156.3%
UMAC vs SM
+36.8%
+119.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -3.1% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | -7.7% | +25.6% | -33.2% | -7.0% |
| 3M | -26.4% | +8.0% | -34.5% | -25.2% |
| 6M | +61.9% | +50.8% | +11.1% | +53.4% |
| YTD | +86.5% | +97.9% | -11.4% | +63.1% |
| 1Y | +156.3% | +33.8% | +122.5% | +114.4% |
| All | +156.3% | +36.8% | +119.6% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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