+263.0%
UMC vs S
+13.6%
+249.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +13.6% | -1.2% | +14.8% | +13.8% |
| 30D | +20.8% | -12.6% | +33.3% | +22.7% |
| 3M | +16.1% | +27.6% | -11.4% | +10.3% |
| 6M | +137.3% | +35.5% | +101.8% | +121.7% |
| YTD | +193.8% | +29.6% | +164.2% | +176.3% |
| 1Y | +236.1% | +8.1% | +228.0% | +225.0% |
| All | +263.0% | +13.6% | +249.4% | +229.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling