+2,632.5%
UMC vs SPXS
-100.0%
+2,732.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.5% | +4.5% |
| 7D | +13.6% | +1.2% | +12.4% | +14.0% |
| 30D | +20.8% | +5.2% | +15.6% | +22.9% |
| 3M | +16.1% | -9.2% | +25.3% | +14.2% |
| 6M | +137.3% | -29.6% | +166.9% | +117.6% |
| YTD | +193.8% | -27.6% | +221.4% | +172.6% |
| 1Y | +236.1% | -36.7% | +272.8% | +200.6% |
| 3Y | +267.1% | -79.8% | +346.9% | +146.9% |
| 5Y | +145.3% | -85.9% | +231.1% | +74.5% |
| 10Y | +1,857.3% | -99.5% | +1,956.9% | +501.2% |
| All | +2,632.5% | -100.0% | +2,732.5% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling