+138.4%
UMBF vs SPY
+75.5%
+62.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | -2.5% | -2.0% | -0.5% | -0.4% |
| 30D | -5.2% | -1.7% | -3.5% | -3.5% |
| 3M | +6.0% | +4.7% | +1.3% | +0.4% |
| 6M | +24.5% | +12.5% | +12.0% | +8.4% |
| YTD | +22.4% | +11.7% | +10.7% | +7.5% |
| 1Y | +15.9% | +17.5% | -1.6% | -4.0% |
| All | +138.4% | +75.5% | +62.9% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling