+1,272.7%
UMC vs SM
+18.0%
+1,254.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +11.2% | +9.4% | +1.8% | +10.3% |
| 30D | -28.0% | -14.4% | -13.7% | -27.2% |
| 3M | -20.5% | +1.6% | -22.1% | -21.0% |
| 6M | -1.6% | +6.3% | -7.9% | -3.1% |
| YTD | +99.4% | +78.8% | +20.6% | +86.0% |
| 1Y | +120.4% | +83.1% | +37.3% | +105.1% |
| 3Y | +134.2% | -5.9% | +140.1% | +128.0% |
| 5Y | +78.8% | +4.8% | +74.0% | +69.9% |
| All | +1,272.7% | +18.0% | +1,254.7% | +969.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling