+263.0%
UMC vs SMTC
+565.9%
-302.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | +13.6% | +22.5% | -8.9% | +8.8% |
| 30D | +20.8% | +24.9% | -4.1% | +14.4% |
| 3M | +16.1% | +4.1% | +12.1% | +14.1% |
| 6M | +137.3% | +92.6% | +44.7% | +110.5% |
| YTD | +193.8% | +122.5% | +71.3% | +154.6% |
| 1Y | +236.1% | +166.2% | +69.9% | +182.1% |
| All | +263.0% | +565.9% | -302.9% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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