+115.0%
UMC vs SFM
-35.8%
+150.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -1.6% |
| 7D | -14.7% | -12.3% | -2.4% | -15.4% |
| 30D | -32.9% | -16.2% | -16.7% | -34.0% |
| 3M | -22.2% | -36.8% | +14.6% | -27.2% |
| 6M | +25.9% | -32.6% | +58.5% | +20.4% |
| YTD | +107.9% | -31.7% | +139.6% | +95.0% |
| 1Y | +115.0% | -35.0% | +150.0% | +101.5% |
| All | +115.0% | -35.8% | +150.9% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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