+757.4%
UMAC vs SUI
+5.2%
+752.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.5% | +10.8% | +9.7% |
| 7D | +14.7% | -3.1% | +17.8% | +15.5% |
| 30D | -0.5% | -2.3% | +1.8% | 0.0% |
| 3M | +0.5% | -2.8% | +3.3% | -0.2% |
| 6M | +57.9% | -12.4% | +70.3% | +63.7% |
| YTD | +103.9% | -3.3% | +107.2% | +103.3% |
| 1Y | +159.3% | -5.8% | +165.1% | +161.5% |
| All | +757.4% | +5.2% | +752.2% | +730.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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