+115.0%
UMC vs S
+36.5%
+78.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | -14.7% | -8.2% | -6.5% | -14.1% |
| 30D | -32.9% | -7.6% | -25.2% | -32.6% |
| 3M | -22.2% | +12.0% | -34.1% | -22.6% |
| 6M | +25.9% | +50.6% | -24.7% | +20.4% |
| YTD | +107.9% | +56.6% | +51.3% | +100.0% |
| 1Y | +115.0% | +39.2% | +75.8% | +107.6% |
| All | +115.0% | +36.5% | +78.5% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling