+116.7%
UMAC vs SNY
-4.5%
+121.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.4% |
| 7D | -3.4% | -3.3% | -0.1% | -4.3% |
| 30D | -15.1% | -2.2% | -12.9% | -15.5% |
| 3M | -10.8% | -3.0% | -7.7% | -11.0% |
| 6M | +15.7% | +2.7% | +12.9% | +16.3% |
| YTD | +80.1% | -6.8% | +87.0% | +82.2% |
| 1Y | +116.7% | -5.3% | +122.0% | +114.3% |
| All | +116.7% | -4.5% | +121.2% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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