+1,993.3%
UMC vs SPMO
+562.6%
+1,430.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.0% |
| 7D | +11.4% | +0.1% | +11.3% | +11.4% |
| 30D | +16.8% | -0.7% | +17.5% | +17.4% |
| 3M | +19.1% | +2.8% | +16.3% | +18.9% |
| 6M | +137.4% | +24.4% | +113.0% | +107.6% |
| YTD | +186.4% | +24.2% | +162.2% | +149.7% |
| 1Y | +229.1% | +24.5% | +204.6% | +186.5% |
| 3Y | +257.9% | +155.6% | +102.3% | +84.5% |
| 5Y | +137.5% | +148.2% | -10.6% | +25.1% |
| 10Y | +1,808.2% | +514.8% | +1,293.4% | +632.0% |
| All | +1,993.3% | +562.6% | +1,430.7% | +701.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling