+207.2%
UMC vs SN
+46.4%
+160.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.7% |
| 7D | +5.0% | -9.3% | +14.3% | +6.2% |
| 30D | +7.7% | -4.8% | +12.5% | +8.1% |
| 3M | +1.7% | +40.4% | -38.8% | -6.2% |
| 6M | +113.9% | +50.9% | +63.0% | +92.4% |
| YTD | +168.9% | +54.9% | +114.0% | +140.8% |
| 1Y | +207.2% | +43.0% | +164.2% | +181.4% |
| All | +207.2% | +46.4% | +160.8% | +181.4% |
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