+684.2%
UMAC vs SPY
+59.7%
+624.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -7.7% | +0.1% | -7.7% | -7.1% |
| 3M | -26.4% | +2.0% | -28.4% | -27.3% |
| 6M | +61.9% | +13.0% | +48.8% | +29.2% |
| YTD | +86.5% | +13.5% | +73.0% | +47.7% |
| 1Y | +156.3% | +20.0% | +136.3% | +88.3% |
| All | +684.2% | +59.7% | +624.4% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling