+115.0%
UMC vs SIRI
+59.9%
+55.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.4% | -10.5% | -1.6% |
| 7D | -14.7% | +22.3% | -36.9% | -14.0% |
| 30D | -32.9% | +26.9% | -59.8% | -32.4% |
| 3M | -22.2% | +9.6% | -31.8% | -20.5% |
| 6M | +25.9% | +27.2% | -1.3% | +22.4% |
| YTD | +107.9% | +72.4% | +35.5% | +92.8% |
| 1Y | +115.0% | +59.9% | +55.1% | +106.6% |
| All | +115.0% | +59.9% | +55.2% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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