+121.5%
UMC vs S
+29.4%
+92.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.3% | -1.1% |
| 7D | +17.8% | +4.1% | +13.7% | +17.3% |
| 30D | -29.6% | -7.2% | -22.4% | -28.9% |
| 3M | -18.4% | 0.0% | -18.3% | -17.6% |
| 6M | -0.1% | +41.6% | -41.8% | -3.0% |
| YTD | +104.0% | +48.6% | +55.4% | +99.0% |
| 1Y | +121.5% | +30.0% | +91.5% | +116.2% |
| All | +121.5% | +29.4% | +92.1% | +116.2% |
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