+116.7%
UMAC vs SM
+48.5%
+68.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -3.4% | +4.6% | -8.0% | -3.3% |
| 30D | -15.1% | +18.2% | -33.3% | -14.7% |
| 3M | -10.8% | +22.5% | -33.3% | -9.5% |
| 6M | +15.7% | +50.6% | -34.9% | +11.5% |
| YTD | +80.1% | +108.1% | -28.0% | +57.0% |
| 1Y | +116.7% | +46.0% | +70.7% | +86.0% |
| All | +116.7% | +48.5% | +68.2% | +86.0% |
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