+144.1%
UMC vs SITM
+187.3%
-43.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.2% | +1.0% |
| 7D | +9.0% | +3.9% | +5.2% | +7.9% |
| 30D | +17.2% | -6.6% | +23.8% | +18.6% |
| 3M | +11.4% | -11.9% | +23.3% | +13.4% |
| 6M | +137.5% | +81.1% | +56.4% | +100.4% |
| YTD | +193.1% | +80.0% | +113.1% | +145.1% |
| 1Y | +240.3% | +145.8% | +94.5% | +158.3% |
| 3Y | +262.2% | +475.9% | -213.7% | +94.1% |
| All | +144.1% | +187.3% | -43.2% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling