+260.9%
UMC vs SPY
+736.1%
-475.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.8% |
| 7D | +6.6% | +0.5% | +6.0% | +5.7% |
| 30D | +16.6% | -0.9% | +17.5% | +17.9% |
| 3M | +11.0% | +3.9% | +7.1% | +6.6% |
| 6M | +131.3% | +14.5% | +116.8% | +96.8% |
| YTD | +182.5% | +12.9% | +169.6% | +143.9% |
| 1Y | +222.3% | +19.4% | +202.9% | +158.8% |
| 3Y | +253.0% | +78.5% | +174.6% | +64.6% |
| 5Y | +141.8% | +81.8% | +60.1% | +12.0% |
| 10Y | +1,772.2% | +311.5% | +1,460.7% | +150.9% |
| All | +260.9% | +736.1% | -475.2% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling