+263.0%
UMC vs SBAC
-8.7%
+271.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.9% |
| 7D | +13.6% | +0.2% | +13.4% | +13.6% |
| 30D | +20.8% | +3.9% | +16.9% | +21.0% |
| 3M | +16.1% | -8.2% | +24.3% | +15.9% |
| 6M | +137.3% | -2.8% | +140.1% | +138.0% |
| YTD | +193.8% | -1.5% | +195.3% | +194.6% |
| 1Y | +236.1% | 0.0% | +236.1% | +236.5% |
| All | +263.0% | -8.7% | +271.7% | +270.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling