+253.9%
UMC vs SPXU
-79.4%
+333.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.4% | -1.8% |
| 7D | +11.4% | +6.4% | +5.0% | +14.1% |
| 30D | +16.8% | +5.9% | +10.8% | +19.6% |
| 3M | +19.1% | -11.7% | +30.8% | +15.5% |
| 6M | +137.4% | -28.7% | +166.1% | +118.1% |
| YTD | +186.4% | -26.4% | +212.7% | +166.3% |
| 1Y | +229.1% | -35.2% | +264.3% | +195.2% |
| All | +253.9% | -79.4% | +333.3% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling