+145.3%
UMC vs SFM
+217.9%
-72.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.9% | +7.9% | +4.2% |
| 7D | +13.6% | -7.2% | +20.8% | +14.1% |
| 30D | +20.8% | -14.3% | +35.1% | +21.8% |
| 3M | +16.1% | -13.7% | +29.9% | +16.9% |
| 6M | +137.3% | -6.0% | +143.3% | +136.7% |
| YTD | +193.8% | -8.2% | +202.0% | +192.8% |
| 1Y | +236.1% | -46.2% | +282.3% | +255.9% |
| 3Y | +267.1% | +83.6% | +183.6% | +222.7% |
| 5Y | +145.3% | +212.7% | -67.4% | +111.8% |
| All | +145.3% | +217.9% | -72.6% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling