+272.3%
UMAC vs SM
-6.5%
+278.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -5.2% | +9.4% | -14.6% | -8.1% |
| 30D | -36.4% | -14.4% | -22.0% | -33.5% |
| 3M | -58.6% | +1.6% | -60.1% | -59.3% |
| 6M | -24.6% | +6.3% | -31.0% | -29.1% |
| YTD | -11.5% | +78.8% | -90.2% | -38.1% |
| 1Y | +16.9% | +83.1% | -66.2% | -19.5% |
| All | +272.3% | -6.5% | +278.8% | +112.6% |
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