+240.3%
UMC vs S
+8.9%
+231.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +9.0% | -0.7% | +9.7% | +9.1% |
| 30D | +17.2% | -11.4% | +28.7% | +18.4% |
| 3M | +11.4% | +33.8% | -22.4% | +5.2% |
| 6M | +137.5% | +39.5% | +98.0% | +121.3% |
| YTD | +193.1% | +31.7% | +161.4% | +179.5% |
| 1Y | +240.3% | +7.0% | +233.3% | +242.6% |
| All | +240.3% | +8.9% | +231.4% | +242.6% |
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