+115.0%
UMC vs SUI
+1.6%
+113.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.2% | -7.2% | +2.4% |
| 7D | -14.7% | +10.0% | -24.7% | -7.0% |
| 30D | -32.9% | +8.4% | -41.3% | -27.2% |
| 3M | -22.2% | +0.7% | -22.8% | -21.0% |
| 6M | +25.9% | -0.9% | +26.8% | +29.4% |
| YTD | +107.9% | +0.6% | +107.3% | +110.4% |
| 1Y | +115.0% | +0.8% | +114.3% | +116.8% |
| All | +115.0% | +1.6% | +113.4% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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