+657.4%
UMAC vs SPY
+58.5%
+598.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -4.6% |
| 7D | -3.4% | -0.8% | -2.6% | -1.6% |
| 30D | -15.1% | -1.1% | -14.0% | -12.4% |
| 3M | -10.8% | +3.9% | -14.6% | -16.7% |
| 6M | +15.7% | +13.6% | +2.1% | -8.3% |
| YTD | +80.1% | +12.7% | +67.5% | +45.3% |
| 1Y | +116.7% | +17.5% | +99.2% | +66.2% |
| All | +657.4% | +58.5% | +598.9% | +264.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling