+144.1%
UMC vs SPMO
+149.5%
-5.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +1.8% |
| 7D | +9.0% | -0.9% | +9.9% | +10.1% |
| 30D | +17.2% | -1.9% | +19.2% | +19.6% |
| 3M | +11.4% | -1.4% | +12.8% | +15.1% |
| 6M | +137.5% | +25.5% | +112.0% | +97.8% |
| YTD | +193.1% | +24.8% | +168.3% | +143.9% |
| 1Y | +240.3% | +24.5% | +215.8% | +183.7% |
| 3Y | +262.2% | +157.1% | +105.1% | +37.6% |
| All | +144.1% | +149.5% | -5.4% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling