+115.0%
UMC vs SPMO
+11.0%
+104.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -0.9% |
| 7D | -14.7% | -8.9% | -5.8% | -3.1% |
| 30D | -32.9% | -13.8% | -19.1% | -17.9% |
| 3M | -22.2% | -12.5% | -9.6% | -6.4% |
| 6M | +25.9% | -1.5% | +27.4% | +42.5% |
| YTD | +107.9% | +11.3% | +96.6% | +117.2% |
| 1Y | +115.0% | +11.5% | +103.6% | +123.9% |
| All | +115.0% | +11.0% | +104.1% | +123.9% |
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