+207.2%
UMC vs SM
+36.8%
+170.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.1% | +7.7% | +4.3% |
| 7D | +5.0% | -0.5% | +5.4% | +4.9% |
| 30D | +7.7% | +25.6% | -17.9% | +10.1% |
| 3M | +1.7% | +8.0% | -6.4% | +4.0% |
| 6M | +113.9% | +50.8% | +63.1% | +114.0% |
| YTD | +168.9% | +97.9% | +71.0% | +163.3% |
| 1Y | +207.2% | +33.8% | +173.4% | +209.5% |
| All | +207.2% | +36.8% | +170.4% | +209.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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