+263.0%
UMC vs SM
-1.2%
+264.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | +13.6% | -0.2% | +13.8% | +13.6% |
| 30D | +20.8% | +20.3% | +0.5% | +18.9% |
| 3M | +16.1% | +22.9% | -6.8% | +13.8% |
| 6M | +137.3% | +47.8% | +89.5% | +123.5% |
| YTD | +193.8% | +107.5% | +86.3% | +160.5% |
| 1Y | +236.1% | +51.7% | +184.4% | +213.5% |
| All | +263.0% | -1.2% | +264.2% | +246.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling