+119.7%
UMC vs SUNB
+1.6%
+118.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.9% | -1.9% | +2.0% |
| 7D | +13.6% | +9.4% | +4.2% | +10.3% |
| 30D | +20.8% | -6.9% | +27.7% | +23.4% |
| 3M | +16.1% | -11.3% | +27.4% | +19.9% |
| 6M | +137.3% | -1.8% | +139.1% | +135.1% |
| All | +119.7% | +1.6% | +118.1% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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