+120.4%
UMC vs S
+30.9%
+89.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +11.2% | +2.0% | +9.2% | +11.0% |
| 30D | -28.0% | -2.7% | -25.3% | -27.5% |
| 3M | -20.5% | -6.9% | -13.7% | -19.2% |
| 6M | -1.6% | +38.1% | -39.6% | -3.9% |
| YTD | +99.4% | +48.0% | +51.4% | +95.1% |
| 1Y | +120.4% | +34.5% | +85.9% | +115.3% |
| All | +120.4% | +30.9% | +89.5% | +115.3% |
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 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