+1,798.0%
UMC vs SBAC
+83.0%
+1,714.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.1% |
| 7D | +11.4% | -5.3% | +16.7% | +12.2% |
| 30D | +16.8% | +0.4% | +16.4% | +16.7% |
| 3M | +19.1% | -11.9% | +31.0% | +21.0% |
| 6M | +137.4% | -4.5% | +141.9% | +136.5% |
| YTD | +186.4% | -4.3% | +190.7% | +184.5% |
| 1Y | +229.1% | -3.9% | +233.0% | +226.1% |
| 3Y | +257.9% | -11.0% | +268.9% | +254.3% |
| 5Y | +137.5% | -44.1% | +181.6% | +159.1% |
| All | +1,798.0% | +83.0% | +1,714.9% | +1,601.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling