+229.1%
UMC vs SM
+51.5%
+177.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | +11.4% | +2.1% | +9.2% | +11.6% |
| 30D | +16.8% | +18.1% | -1.3% | +18.7% |
| 3M | +19.1% | +17.0% | +2.1% | +22.5% |
| 6M | +137.4% | +55.4% | +82.0% | +139.3% |
| YTD | +186.4% | +108.6% | +77.8% | +182.2% |
| 1Y | +229.1% | +45.7% | +183.4% | +233.5% |
| All | +229.1% | +51.5% | +177.6% | +233.5% |
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