+62.9%
UMAR vs SPY
+180.5%
-117.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | +0.2% | -1.4% | +1.6% | +0.7% |
| 3M | +2.5% | +3.7% | -1.2% | +1.2% |
| 6M | +6.3% | +13.0% | -6.7% | +2.0% |
| YTD | +7.6% | +12.4% | -4.8% | +3.4% |
| 1Y | +11.2% | +18.5% | -7.3% | +4.9% |
| 3Y | +41.9% | +77.6% | -35.7% | +16.9% |
| 5Y | +46.5% | +81.7% | -35.2% | +18.7% |
| All | +62.9% | +180.5% | -117.6% | +14.2% |
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