+702.6%
UMAC vs SM
+8.5%
+694.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.6% |
| 7D | +3.3% | -0.2% | +3.5% | +3.4% |
| 30D | -10.4% | +20.3% | -30.7% | -15.7% |
| 3M | +1.8% | +22.9% | -21.2% | -6.9% |
| 6M | +40.7% | +47.8% | -7.1% | +13.7% |
| YTD | +90.9% | +107.5% | -16.6% | +28.6% |
| 1Y | +151.8% | +51.7% | +100.0% | +96.5% |
| All | +702.6% | +8.5% | +694.1% | +341.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling