+394.5%
UMC vs SPYG
+559.2%
-164.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.4% |
| 7D | +13.6% | +0.3% | +13.3% | +13.1% |
| 30D | +20.8% | -1.7% | +22.4% | +22.9% |
| 3M | +16.1% | +3.6% | +12.5% | +13.1% |
| 6M | +137.3% | +16.6% | +120.7% | +104.0% |
| YTD | +193.8% | +13.4% | +180.4% | +159.3% |
| 1Y | +236.1% | +19.6% | +216.5% | +179.4% |
| 3Y | +267.1% | +99.8% | +167.3% | +68.1% |
| 5Y | +145.3% | +85.0% | +60.3% | +23.4% |
| 10Y | +1,857.3% | +422.1% | +1,435.2% | +169.2% |
| All | +394.5% | +559.2% | -164.6% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling