+1,842.6%
UMC vs SIRI
-10.2%
+1,852.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.2% |
| 7D | +9.0% | +0.6% | +8.5% | +8.9% |
| 30D | +17.2% | +2.5% | +14.7% | +16.6% |
| 3M | +11.4% | +6.6% | +4.8% | +9.6% |
| 6M | +137.5% | +32.9% | +104.6% | +125.8% |
| YTD | +193.1% | +50.5% | +142.6% | +172.4% |
| 1Y | +240.3% | +28.0% | +212.3% | +224.0% |
| 3Y | +262.2% | -22.4% | +284.6% | +260.4% |
| 5Y | +143.1% | -41.3% | +184.4% | +146.7% |
| All | +1,842.6% | -10.2% | +1,852.8% | +1,713.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling