+154.7%
UMC vs SPY
+725.5%
-570.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | +11.2% | +2.6% | +8.6% | +7.7% |
| 30D | -28.0% | -2.0% | -26.1% | -25.2% |
| 3M | -20.5% | -2.8% | -17.8% | -16.5% |
| 6M | -1.6% | +2.1% | -3.7% | -1.7% |
| YTD | +99.4% | +11.5% | +87.9% | +77.5% |
| 1Y | +120.4% | +13.5% | +106.9% | +91.6% |
| 3Y | +134.2% | +77.7% | +56.5% | +11.3% |
| 5Y | +78.8% | +72.6% | +6.2% | -10.1% |
| 10Y | +1,280.4% | +308.2% | +972.3% | +90.0% |
| All | +154.7% | +725.5% | -570.7% | -88.2% |
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