+262.2%
UMC vs SPYG
+98.4%
+163.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +1.5% |
| 7D | +9.0% | -0.9% | +9.9% | +9.9% |
| 30D | +17.2% | -1.5% | +18.8% | +18.9% |
| 3M | +11.4% | +3.7% | +7.7% | +8.6% |
| 6M | +137.5% | +16.4% | +121.1% | +112.1% |
| YTD | +193.1% | +13.3% | +179.8% | +166.8% |
| 1Y | +240.3% | +17.9% | +222.4% | +199.9% |
| 3Y | +262.2% | +98.3% | +163.8% | +86.9% |
| All | +262.2% | +98.4% | +163.8% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling