+265.9%
UMC vs SIRI
-93.0%
+358.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.6% |
| 7D | +11.4% | -3.0% | +14.4% | +11.7% |
| 30D | +16.8% | +1.3% | +15.5% | +16.5% |
| 3M | +19.1% | +5.6% | +13.5% | +17.9% |
| 6M | +137.4% | +35.1% | +102.3% | +128.8% |
| YTD | +186.4% | +49.0% | +137.3% | +172.2% |
| 1Y | +229.1% | +26.8% | +202.3% | +218.3% |
| 3Y | +257.9% | -23.7% | +281.6% | +258.1% |
| 5Y | +137.5% | -41.8% | +179.4% | +139.9% |
| 10Y | +1,808.2% | -11.3% | +1,819.4% | +1,716.1% |
| All | +265.9% | -93.0% | +358.9% | +309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling