+115.0%
UMC vs SPG
+34.3%
+80.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -1.2% |
| 7D | -14.7% | +8.2% | -22.8% | -12.7% |
| 30D | -32.9% | +13.5% | -46.3% | -30.5% |
| 3M | -22.2% | +2.2% | -24.4% | -20.8% |
| 6M | +25.9% | +15.9% | +10.0% | +23.5% |
| YTD | +107.9% | +27.6% | +80.3% | +107.8% |
| 1Y | +115.0% | +30.9% | +84.1% | +116.7% |
| All | +115.0% | +34.3% | +80.8% | +116.7% |
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