+1,842.6%
UMC vs SU
+267.2%
+1,575.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +9.0% | +2.2% | +6.8% | +8.5% |
| 30D | +17.2% | +8.4% | +8.8% | +15.1% |
| 3M | +11.4% | +12.1% | -0.7% | +8.3% |
| 6M | +137.5% | +19.7% | +117.8% | +125.8% |
| YTD | +193.1% | +58.4% | +134.7% | +160.5% |
| 1Y | +240.3% | +67.2% | +173.1% | +198.1% |
| 3Y | +262.2% | +125.0% | +137.2% | +191.5% |
| 5Y | +143.1% | +355.1% | -211.9% | +64.5% |
| All | +1,842.6% | +267.2% | +1,575.3% | +1,199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling