+262.2%
UMC vs SYY
+29.1%
+233.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | +9.0% | +3.9% | +5.1% | +8.6% |
| 30D | +17.2% | -1.7% | +19.0% | +17.4% |
| 3M | +11.4% | +5.2% | +6.2% | +10.1% |
| 6M | +137.5% | -0.2% | +137.7% | +135.8% |
| YTD | +193.1% | +15.4% | +177.7% | +185.2% |
| 1Y | +240.3% | +5.6% | +234.7% | +235.2% |
| 3Y | +262.2% | +28.9% | +233.3% | +232.1% |
| All | +262.2% | +29.1% | +233.0% | +232.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling