+135.9%
UMC vs S
-71.9%
+207.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.3% | +5.5% |
| 7D | +6.6% | -5.8% | +12.4% | +7.8% |
| 30D | +16.6% | -9.2% | +25.8% | +18.0% |
| 3M | +11.0% | +23.4% | -12.3% | +5.3% |
| 6M | +131.3% | +36.9% | +94.4% | +113.6% |
| YTD | +182.5% | +29.5% | +153.0% | +163.1% |
| 1Y | +222.3% | +5.4% | +216.8% | +211.1% |
| 3Y | +253.0% | +14.7% | +238.3% | +219.6% |
| All | +135.9% | -71.9% | +207.8% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling