+7.9%
UMAC vs SPY
+14.6%
-6.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +1.7% | -12.5% | -17.3% |
| 7D | -26.0% | -0.7% | -25.3% | -24.1% |
| 30D | -40.3% | -1.0% | -39.3% | -37.6% |
| 3M | -51.1% | -0.3% | -50.8% | -49.9% |
| 6M | -5.6% | +7.3% | -13.0% | -19.8% |
| YTD | +2.3% | +13.3% | -11.1% | -29.0% |
| 1Y | +7.9% | +14.8% | -6.9% | -28.4% |
| All | +7.9% | +14.6% | -6.8% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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