+115.0%
UMC vs SNY
+2.7%
+112.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.8% | 0.0% |
| 7D | -14.7% | +12.4% | -27.0% | -10.2% |
| 30D | -32.9% | +20.1% | -53.0% | -27.5% |
| 3M | -22.2% | +11.2% | -33.4% | -17.8% |
| 6M | +25.9% | +9.5% | +16.4% | +33.2% |
| YTD | +107.9% | +3.4% | +104.5% | +121.9% |
| 1Y | +115.0% | +2.0% | +113.0% | +128.7% |
| All | +115.0% | +2.7% | +112.3% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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