+240.3%
UMC vs SARO
-10.7%
+251.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +1.9% |
| 7D | +9.0% | -3.1% | +12.1% | +10.0% |
| 30D | +17.2% | -12.2% | +29.5% | +21.8% |
| 3M | +11.4% | -7.4% | +18.8% | +13.3% |
| 6M | +137.5% | -15.3% | +152.8% | +145.3% |
| YTD | +193.1% | -16.2% | +209.3% | +204.8% |
| 1Y | +240.3% | -12.1% | +252.4% | +242.2% |
| All | +240.3% | -10.7% | +251.0% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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