+154.7%
UMC vs SBAC
+426.1%
-271.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.6% |
| 7D | +11.2% | +0.6% | +10.6% | +11.0% |
| 30D | -28.0% | +5.5% | -33.5% | -28.9% |
| 3M | -20.5% | +3.1% | -23.6% | -21.3% |
| 6M | -1.6% | -7.0% | +5.5% | -1.2% |
| YTD | +99.4% | +0.5% | +98.9% | +95.1% |
| 1Y | +120.4% | +0.2% | +120.2% | +115.7% |
| 3Y | +134.2% | -7.4% | +141.6% | +129.5% |
| 5Y | +78.8% | -39.7% | +118.5% | +89.5% |
| 10Y | +1,280.4% | +112.5% | +1,167.9% | +999.1% |
| All | +154.7% | +426.1% | -271.4% | +51.2% |
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