+1,842.6%
UMC vs SPXS
-99.6%
+1,942.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +1.6% |
| 7D | +9.0% | +2.5% | +6.5% | +9.9% |
| 30D | +17.2% | +4.2% | +13.0% | +18.9% |
| 3M | +11.4% | -9.3% | +20.7% | +9.4% |
| 6M | +137.5% | -30.7% | +168.2% | +118.4% |
| YTD | +193.1% | -28.1% | +221.2% | +173.3% |
| 1Y | +240.3% | -35.1% | +275.4% | +209.9% |
| 3Y | +262.2% | -79.6% | +341.8% | +153.9% |
| 5Y | +143.1% | -86.3% | +229.4% | +75.9% |
| All | +1,842.6% | -99.6% | +1,942.1% | +760.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling