+243.6%
UMC vs SBAC
+422.9%
-179.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.8% |
| 7D | +5.0% | -0.8% | +5.7% | +5.1% |
| 30D | +7.7% | +6.9% | +0.8% | +6.2% |
| 3M | +1.7% | -8.2% | +9.9% | +2.9% |
| 6M | +113.9% | -1.6% | +115.6% | +111.6% |
| YTD | +168.9% | -0.1% | +169.0% | +164.4% |
| 1Y | +207.2% | -0.5% | +207.7% | +201.7% |
| 3Y | +227.7% | -9.1% | +236.8% | +222.8% |
| 5Y | +118.0% | -43.8% | +161.8% | +134.9% |
| 10Y | +1,682.1% | +80.5% | +1,601.6% | +1,370.6% |
| All | +243.6% | +422.9% | -179.4% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling