+137.3%
UMC vs SPXS
-33.3%
+170.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.5% | +5.2% |
| 7D | +13.6% | +1.2% | +12.4% | +14.5% |
| 30D | +20.8% | +5.2% | +15.6% | +25.9% |
| 3M | +16.1% | -9.2% | +25.3% | +10.4% |
| 6M | +137.3% | -29.6% | +166.9% | +105.6% |
| All | +137.3% | -33.3% | +170.6% | +105.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling