+207.2%
UMC vs SITM
+174.8%
+32.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.5% | -2.0% | +3.0% |
| 7D | +5.0% | +9.7% | -4.8% | +2.6% |
| 30D | +7.7% | +12.7% | -5.0% | +2.9% |
| 3M | +1.7% | -13.4% | +15.1% | +3.2% |
| 6M | +113.9% | +59.6% | +54.3% | +93.5% |
| YTD | +168.9% | +73.3% | +95.6% | +141.8% |
| 1Y | +207.2% | +165.5% | +41.7% | +174.4% |
| All | +207.2% | +174.8% | +32.4% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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