+243.6%
UMC vs SUI
+1,733.2%
-1,489.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +5.0% | -2.8% | +7.8% | +6.3% |
| 30D | +7.7% | -1.2% | +8.8% | +8.2% |
| 3M | +1.7% | -1.7% | +3.4% | +1.1% |
| 6M | +113.9% | -10.5% | +124.4% | +121.0% |
| YTD | +168.9% | -1.8% | +170.7% | +165.1% |
| 1Y | +207.2% | -4.1% | +211.3% | +205.2% |
| 3Y | +227.7% | +11.3% | +216.4% | +192.8% |
| 5Y | +118.0% | -32.1% | +150.2% | +141.2% |
| 10Y | +1,682.1% | +110.4% | +1,571.7% | +887.5% |
| All | +243.6% | +1,733.2% | -1,489.6% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling