+243.6%
UMC vs SPG
+3,018.5%
-2,774.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.0% |
| 7D | +5.0% | -2.4% | +7.3% | +6.0% |
| 30D | +7.7% | -6.8% | +14.5% | +10.8% |
| 3M | +1.7% | +2.7% | -1.0% | -0.2% |
| 6M | +113.9% | +5.5% | +108.5% | +107.7% |
| YTD | +168.9% | +15.7% | +153.2% | +150.6% |
| 1Y | +207.2% | +20.9% | +186.3% | +180.6% |
| 3Y | +227.7% | +112.4% | +115.3% | +132.7% |
| 5Y | +118.0% | +101.4% | +16.7% | +56.3% |
| 10Y | +1,682.1% | +60.6% | +1,621.5% | +1,097.2% |
| All | +243.6% | +3,018.5% | -2,774.9% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling