+1,842.6%
UMC vs SFM
+271.4%
+1,571.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | +9.0% | -10.6% | +19.6% | +9.6% |
| 30D | +17.2% | -15.5% | +32.7% | +18.1% |
| 3M | +11.4% | -17.4% | +28.8% | +12.3% |
| 6M | +137.5% | -3.4% | +140.9% | +136.8% |
| YTD | +193.1% | -8.7% | +201.8% | +192.6% |
| 1Y | +240.3% | -47.2% | +287.5% | +252.9% |
| 3Y | +262.2% | +82.7% | +179.5% | +241.3% |
| 5Y | +143.1% | +214.3% | -71.2% | +121.3% |
| All | +1,842.6% | +271.4% | +1,571.2% | +1,612.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling