+240.3%
UMC vs SPMO
+24.6%
+215.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +1.7% |
| 7D | +9.0% | -0.9% | +9.9% | +10.4% |
| 30D | +17.2% | -1.9% | +19.2% | +20.2% |
| 3M | +11.4% | -1.4% | +12.8% | +16.0% |
| 6M | +137.5% | +25.5% | +112.0% | +109.0% |
| YTD | +193.1% | +24.8% | +168.3% | +157.2% |
| 1Y | +240.3% | +24.5% | +215.8% | +194.7% |
| All | +240.3% | +24.6% | +215.7% | +194.7% |
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