+1,705.5%
UMC vs SFM
+117.5%
+1,588.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.5% | +11.6% | +5.5% |
| 7D | +6.6% | -5.8% | +12.4% | +7.0% |
| 30D | +16.6% | -11.4% | +27.9% | +17.4% |
| 3M | +11.0% | -12.2% | +23.2% | +11.7% |
| 6M | +131.3% | -5.2% | +136.4% | +131.0% |
| YTD | +182.5% | -4.5% | +187.0% | +181.2% |
| 1Y | +222.3% | -45.4% | +267.6% | +235.2% |
| 3Y | +253.0% | +91.1% | +161.9% | +227.5% |
| 5Y | +141.8% | +226.8% | -85.0% | +113.4% |
| 10Y | +1,772.2% | +291.9% | +1,480.3% | +1,472.2% |
| All | +1,705.5% | +117.5% | +1,588.1% | +1,486.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling