+120.4%
UMC vs SPG
+33.2%
+87.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | +11.2% | +2.0% | +9.2% | +11.6% |
| 30D | -28.0% | +17.2% | -45.3% | -25.0% |
| 3M | -20.5% | +6.3% | -26.9% | -18.5% |
| 6M | -1.6% | +18.7% | -20.3% | -3.0% |
| YTD | +99.4% | +30.1% | +69.3% | +102.2% |
| 1Y | +120.4% | +32.8% | +87.6% | +126.6% |
| All | +120.4% | +33.2% | +87.2% | +126.6% |
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