+144.6%
UMC vs SN
+673.1%
-528.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.9% |
| 7D | +0.1% | +3.5% | -3.4% | -0.3% |
| 30D | -28.7% | +19.4% | -48.1% | -30.5% |
| 3M | -15.1% | +20.9% | -36.0% | -17.6% |
| 6M | +5.0% | +111.1% | -106.2% | -7.7% |
| YTD | +108.2% | +102.8% | +5.4% | +83.5% |
| 1Y | +121.7% | +146.2% | -24.5% | +89.8% |
| 3Y | +139.8% | +441.4% | -301.6% | +83.6% |
| All | +144.6% | +673.1% | -528.6% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling