+240.3%
UMC vs SNY
-4.5%
+244.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.4% |
| 7D | +9.0% | -3.3% | +12.3% | +7.9% |
| 30D | +17.2% | -2.2% | +19.4% | +16.6% |
| 3M | +11.4% | -3.0% | +14.4% | +11.7% |
| 6M | +137.5% | +2.7% | +134.8% | +138.3% |
| YTD | +193.1% | -6.8% | +200.0% | +194.7% |
| 1Y | +240.3% | -5.3% | +245.6% | +244.4% |
| All | +240.3% | -4.5% | +244.8% | +244.4% |
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