+207.2%
UMC vs SPG
+21.3%
+185.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.5% |
| 7D | +5.0% | -2.4% | +7.3% | +4.7% |
| 30D | +7.7% | -6.8% | +14.5% | +6.8% |
| 3M | +1.7% | +2.7% | -1.0% | -2.2% |
| 6M | +113.9% | +5.5% | +108.5% | +102.5% |
| YTD | +168.9% | +15.7% | +153.2% | +157.9% |
| 1Y | +207.2% | +20.9% | +186.3% | +190.1% |
| All | +207.2% | +21.3% | +185.9% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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