+1,842.6%
UMC vs SPY
+322.5%
+1,520.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.5% |
| 7D | +9.0% | -0.8% | +9.8% | +9.8% |
| 30D | +17.2% | -1.1% | +18.3% | +18.4% |
| 3M | +11.4% | +3.9% | +7.5% | +8.1% |
| 6M | +137.5% | +13.6% | +123.9% | +113.3% |
| YTD | +193.1% | +12.7% | +180.4% | +164.6% |
| 1Y | +240.3% | +17.5% | +222.8% | +195.6% |
| 3Y | +262.2% | +76.9% | +185.3% | +114.6% |
| 5Y | +143.1% | +83.6% | +59.5% | +41.2% |
| All | +1,842.6% | +322.5% | +1,520.1% | +569.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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