+272.3%
UMAC vs SUI
+7.1%
+265.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.6% | -4.7% |
| 7D | -5.2% | -1.5% | -3.7% | -5.1% |
| 30D | -36.4% | +3.7% | -40.1% | -37.0% |
| 3M | -58.6% | -0.4% | -58.2% | -58.6% |
| 6M | -24.6% | -2.8% | -21.9% | -25.0% |
| YTD | -11.5% | -1.6% | -9.9% | -12.2% |
| 1Y | +16.9% | -2.1% | +18.9% | +16.0% |
| All | +272.3% | +7.1% | +265.2% | +258.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling