+1,798.0%
UMC vs SM
+23.2%
+1,774.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +11.4% | +2.1% | +9.2% | +11.2% |
| 30D | +16.8% | +18.1% | -1.3% | +15.1% |
| 3M | +19.1% | +17.0% | +2.1% | +17.0% |
| 6M | +137.4% | +55.4% | +82.0% | +126.0% |
| YTD | +186.4% | +108.6% | +77.8% | +164.8% |
| 1Y | +229.1% | +45.7% | +183.4% | +213.7% |
| 3Y | +257.9% | -0.3% | +258.2% | +247.5% |
| 5Y | +137.5% | +113.0% | +24.5% | +114.5% |
| All | +1,798.0% | +23.2% | +1,774.7% | +1,372.4% |
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