+684.2%
UMAC vs SM
+4.1%
+680.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.5% | -2.3% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -7.7% | +26.3% | -34.0% | -14.5% |
| 3M | -26.4% | +8.7% | -35.1% | -29.3% |
| 6M | +61.9% | +51.7% | +10.2% | +28.2% |
| YTD | +86.5% | +99.0% | -12.5% | +27.2% |
| 1Y | +156.3% | +34.6% | +121.7% | +111.3% |
| All | +684.2% | +4.1% | +680.1% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling