+115.0%
UMC vs SITM
+47.5%
+67.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.3% | +0.4% |
| 7D | -14.7% | -19.5% | +4.9% | -9.6% |
| 30D | -32.9% | -43.2% | +10.3% | -22.6% |
| 3M | -22.2% | -30.8% | +8.7% | -15.9% |
| 6M | +25.9% | -28.6% | +54.5% | +35.1% |
| YTD | +107.9% | +14.2% | +93.7% | +109.5% |
| 1Y | +115.0% | +44.4% | +70.7% | +119.5% |
| All | +115.0% | +47.5% | +67.5% | +119.5% |
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