+145.3%
UMC vs SPG
+104.0%
+41.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +5.0% |
| 7D | +13.6% | -1.7% | +15.3% | +14.3% |
| 30D | +20.8% | -6.3% | +27.0% | +24.0% |
| 3M | +16.1% | -2.4% | +18.6% | +16.1% |
| 6M | +137.3% | +9.6% | +127.7% | +124.6% |
| YTD | +193.8% | +14.2% | +179.6% | +172.0% |
| 1Y | +236.1% | +19.3% | +216.8% | +204.0% |
| 3Y | +267.1% | +106.7% | +160.4% | +140.7% |
| 5Y | +145.3% | +104.2% | +41.1% | +53.2% |
| All | +145.3% | +104.0% | +41.2% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling