+253.0%
UMC vs SN
+430.5%
-177.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.0% | +4.9% |
| 7D | +6.6% | +0.1% | +6.5% | +6.6% |
| 30D | +16.6% | -5.6% | +22.2% | +17.5% |
| 3M | +11.0% | +48.1% | -37.0% | +2.1% |
| 6M | +131.3% | +57.6% | +73.7% | +109.7% |
| YTD | +182.5% | +56.5% | +126.0% | +155.7% |
| 1Y | +222.3% | +52.6% | +169.7% | +192.6% |
| 3Y | +253.0% | +412.0% | -158.9% | +158.4% |
| All | +253.0% | +430.5% | -177.4% | +158.4% |
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 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