+560.7%
UMC vs SNY
+241.9%
+318.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +9.0% | -3.3% | +12.3% | +10.8% |
| 30D | +17.2% | -2.2% | +19.4% | +18.3% |
| 3M | +11.4% | -3.0% | +14.4% | +11.5% |
| 6M | +137.5% | +2.7% | +134.8% | +129.9% |
| YTD | +193.1% | -6.8% | +200.0% | +197.6% |
| 1Y | +240.3% | -5.3% | +245.6% | +239.7% |
| 3Y | +262.2% | -9.8% | +272.0% | +251.8% |
| 5Y | +143.1% | +9.7% | +133.5% | +103.4% |
| 10Y | +1,853.0% | +64.5% | +1,788.5% | +1,081.2% |
| All | +560.7% | +241.9% | +318.8% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling