+1,236.7%
UMC vs SITM
+4,789.7%
-3,553.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.2% | +1.1% |
| 7D | +9.0% | +3.9% | +5.2% | +8.0% |
| 30D | +17.2% | -6.6% | +23.8% | +18.5% |
| 3M | +11.4% | -11.9% | +23.3% | +13.3% |
| 6M | +137.5% | +81.1% | +56.4% | +103.4% |
| YTD | +193.1% | +80.0% | +113.1% | +149.1% |
| 1Y | +240.3% | +145.8% | +94.5% | +165.0% |
| 3Y | +262.2% | +475.9% | -213.7% | +110.3% |
| 5Y | +143.1% | +189.2% | -46.1% | +48.6% |
| All | +1,236.7% | +4,789.7% | -3,553.0% | +497.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling