+115.0%
UMC vs SN
+156.5%
-41.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -2.4% |
| 7D | -14.7% | +10.6% | -25.3% | -15.5% |
| 30D | -32.9% | +20.0% | -52.9% | -34.1% |
| 3M | -22.2% | +30.4% | -52.5% | -24.9% |
| 6M | +25.9% | +91.0% | -65.1% | +10.1% |
| YTD | +107.9% | +95.9% | +12.0% | +78.3% |
| 1Y | +115.0% | +158.9% | -43.9% | +87.3% |
| All | +115.0% | +156.5% | -41.4% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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