+292.7%
UMAC vs SUI
+8.7%
+284.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.3% | +10.9% |
| 7D | -23.4% | +6.2% | -29.6% | -24.1% |
| 30D | -45.6% | +8.6% | -54.2% | -46.7% |
| 3M | -50.9% | +1.0% | -51.9% | -51.0% |
| 6M | -16.5% | -2.6% | -14.0% | -16.6% |
| YTD | -6.6% | -0.1% | -6.5% | -7.5% |
| 1Y | +10.7% | +0.5% | +10.2% | +9.2% |
| All | +292.7% | +8.7% | +284.1% | +277.6% |
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