+115.0%
UMC vs SPYG
+10.8%
+104.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -4.0% |
| 7D | -14.7% | -2.8% | -11.9% | -10.8% |
| 30D | -32.9% | -6.2% | -26.7% | -25.9% |
| 3M | -22.2% | -3.6% | -18.6% | -17.5% |
| 6M | +25.9% | +4.8% | +21.1% | +23.7% |
| YTD | +107.9% | +11.0% | +96.9% | +93.9% |
| 1Y | +115.0% | +11.2% | +103.8% | +100.2% |
| All | +115.0% | +10.8% | +104.2% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling