+216.8%
UMC vs S
-56.9%
+273.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.9% |
| 7D | +11.4% | +0.1% | +11.3% | +11.3% |
| 30D | +16.8% | -11.8% | +28.6% | +19.0% |
| 3M | +19.1% | +33.9% | -14.8% | +11.1% |
| 6M | +137.4% | +40.1% | +97.3% | +118.2% |
| YTD | +186.4% | +32.1% | +154.3% | +165.6% |
| 1Y | +229.1% | +11.0% | +218.0% | +214.4% |
| 3Y | +257.9% | +16.9% | +240.9% | +222.7% |
| 5Y | +137.5% | -68.9% | +206.5% | +149.6% |
| All | +216.8% | -56.9% | +273.8% | +213.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling