+1,842.6%
UMC vs SYY
+116.5%
+1,726.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | +9.0% | +3.9% | +5.1% | +8.0% |
| 30D | +17.2% | -1.7% | +19.0% | +17.7% |
| 3M | +11.4% | +5.2% | +6.2% | +9.5% |
| 6M | +137.5% | -0.2% | +137.7% | +135.6% |
| YTD | +193.1% | +15.4% | +177.7% | +180.2% |
| 1Y | +240.3% | +5.6% | +234.7% | +231.9% |
| 3Y | +262.2% | +28.9% | +233.3% | +232.2% |
| 5Y | +143.1% | +24.1% | +119.1% | +125.9% |
| All | +1,842.6% | +116.5% | +1,726.1% | +1,505.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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