+178.7%
UMBF vs SPY
+322.5%
-143.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.8% |
| 7D | -2.6% | -0.8% | -1.9% | -1.8% |
| 30D | -6.3% | -1.1% | -5.3% | -5.3% |
| 3M | +5.6% | +3.9% | +1.8% | +1.1% |
| 6M | +25.7% | +13.6% | +12.1% | +9.1% |
| YTD | +22.5% | +12.7% | +9.9% | +7.4% |
| 1Y | +16.3% | +17.5% | -1.2% | -2.5% |
| 3Y | +138.6% | +76.9% | +61.7% | +31.0% |
| 5Y | +71.1% | +83.6% | -12.5% | -10.0% |
| All | +178.7% | +322.5% | -143.8% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling