+265.9%
UMC vs SU
+1,795.6%
-1,529.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +11.4% | +1.7% | +9.7% | +10.8% |
| 30D | +16.8% | +9.6% | +7.2% | +13.1% |
| 3M | +19.1% | +11.7% | +7.4% | +14.0% |
| 6M | +137.4% | +21.9% | +115.5% | +118.5% |
| YTD | +186.4% | +58.6% | +127.7% | +140.1% |
| 1Y | +229.1% | +66.5% | +162.6% | +170.6% |
| 3Y | +257.9% | +121.4% | +136.5% | +160.2% |
| 5Y | +137.5% | +355.7% | -218.2% | +28.1% |
| 10Y | +1,808.2% | +264.2% | +1,544.0% | +868.6% |
| All | +265.9% | +1,795.6% | -1,529.7% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling