+1,206.0%
UMC vs SITM
+4,532.8%
-3,326.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -3.0% |
| 7D | +11.4% | +4.8% | +6.5% | +10.1% |
| 30D | +16.8% | -9.7% | +26.5% | +19.0% |
| 3M | +19.1% | -9.3% | +28.4% | +20.5% |
| 6M | +137.4% | +69.5% | +67.9% | +106.4% |
| YTD | +186.4% | +70.5% | +115.9% | +146.3% |
| 1Y | +229.1% | +145.3% | +83.8% | +156.3% |
| 3Y | +257.9% | +432.8% | -174.9% | +111.5% |
| 5Y | +137.5% | +174.0% | -36.5% | +46.9% |
| All | +1,206.0% | +4,532.8% | -3,326.8% | +491.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling