+134.2%
UMC vs SN
+440.0%
-305.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.8% |
| 7D | +11.2% | +1.5% | +9.6% | +10.9% |
| 30D | -28.0% | +21.5% | -49.5% | -30.4% |
| 3M | -20.5% | +20.0% | -40.6% | -23.2% |
| 6M | -1.6% | +119.9% | -121.5% | -16.1% |
| YTD | +99.4% | +102.3% | -2.9% | +71.7% |
| 1Y | +120.4% | +148.0% | -27.6% | +82.7% |
| 3Y | +134.2% | +450.0% | -315.8% | +53.9% |
| All | +134.2% | +440.0% | -305.8% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling