+1,272.7%
UMC vs SFM
+140.2%
+1,132.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.4% |
| 7D | +11.2% | +6.0% | +5.1% | +10.9% |
| 30D | -28.0% | -19.5% | -8.6% | -27.4% |
| 3M | -20.5% | -37.0% | +16.5% | -19.0% |
| 6M | -1.6% | -41.0% | +39.4% | +0.5% |
| YTD | +99.4% | -34.6% | +134.0% | +101.8% |
| 1Y | +120.4% | -36.3% | +156.7% | +123.4% |
| 3Y | +134.2% | +24.5% | +109.7% | +124.3% |
| 5Y | +78.8% | +115.9% | -37.0% | +64.8% |
| All | +1,272.7% | +140.2% | +1,132.6% | +1,124.1% |
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