+11.1%
UMBFO vs SPY
+31.3%
-20.2%
-5.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | -2.1% | -1.4% | -0.8% | -1.9% |
| 3M | -0.2% | +3.7% | -3.9% | -0.9% |
| 6M | +0.2% | +13.0% | -12.8% | -1.6% |
| YTD | -0.3% | +12.4% | -12.7% | -2.0% |
| 1Y | +4.7% | +18.5% | -13.9% | +2.1% |
| All | +11.1% | +31.3% | -20.2% | +7.0% |
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