+240.3%
UMC vs SBAC
-2.5%
+242.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +2.9% |
| 7D | +9.0% | -2.1% | +11.1% | +8.4% |
| 30D | +17.2% | +2.0% | +15.2% | +17.8% |
| 3M | +11.4% | -8.3% | +19.7% | +9.4% |
| 6M | +137.5% | +0.3% | +137.2% | +139.1% |
| YTD | +193.1% | -2.2% | +195.3% | +194.8% |
| 1Y | +240.3% | -4.6% | +244.9% | +250.8% |
| All | +240.3% | -2.5% | +242.8% | +250.8% |
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