+263.0%
UMC vs SPY
+76.5%
+186.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.5% |
| 7D | +13.6% | -0.4% | +14.0% | +14.0% |
| 30D | +20.8% | -1.4% | +22.1% | +22.6% |
| 3M | +16.1% | +3.7% | +12.4% | +12.3% |
| 6M | +137.3% | +13.0% | +124.3% | +111.7% |
| YTD | +193.8% | +12.4% | +181.4% | +162.5% |
| 1Y | +236.1% | +18.5% | +217.6% | +184.6% |
| All | +263.0% | +76.5% | +186.4% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling