+207.2%
UMC vs SPMO
+29.9%
+177.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +2.6% |
| 7D | +5.0% | +2.0% | +2.9% | +2.3% |
| 30D | +7.7% | -0.4% | +8.0% | +8.1% |
| 3M | +1.7% | -1.9% | +3.5% | +5.8% |
| 6M | +113.9% | +25.0% | +88.9% | +87.1% |
| YTD | +168.9% | +26.0% | +142.9% | +133.4% |
| 1Y | +207.2% | +28.7% | +178.5% | +162.6% |
| All | +207.2% | +29.9% | +177.3% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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