+236.4%
UMC vs SN
+453.9%
-217.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.9% |
| 7D | +11.4% | -7.2% | +18.6% | +12.6% |
| 30D | +16.8% | -13.4% | +30.2% | +19.2% |
| 3M | +19.1% | +26.8% | -7.7% | +13.5% |
| 6M | +137.4% | +44.6% | +92.8% | +120.7% |
| YTD | +186.4% | +45.3% | +141.1% | +165.5% |
| 1Y | +229.1% | +40.1% | +189.0% | +206.2% |
| 3Y | +257.9% | +375.3% | -117.4% | +185.9% |
| All | +236.4% | +453.9% | -217.5% | +169.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling