+115.0%
UMC vs SBAC
+2.4%
+112.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.8% | -7.9% | -0.6% |
| 7D | -14.7% | +5.8% | -20.5% | -13.4% |
| 30D | -32.9% | +20.8% | -53.7% | -29.5% |
| 3M | -22.2% | +4.8% | -26.9% | -20.9% |
| 6M | +25.9% | -9.1% | +35.0% | +25.1% |
| YTD | +107.9% | +3.1% | +104.9% | +113.6% |
| 1Y | +115.0% | +2.2% | +112.9% | +121.7% |
| All | +115.0% | +2.4% | +112.7% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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