+275.3%
UMC vs SYY
+629.5%
-354.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.1% |
| 7D | +13.6% | -0.2% | +13.9% | +13.7% |
| 30D | +20.8% | -2.7% | +23.5% | +22.1% |
| 3M | +16.1% | +5.9% | +10.3% | +12.2% |
| 6M | +137.3% | -2.3% | +139.6% | +135.9% |
| YTD | +193.8% | +13.1% | +180.7% | +172.7% |
| 1Y | +236.1% | +3.8% | +232.3% | +222.9% |
| 3Y | +267.1% | +26.7% | +240.4% | +215.5% |
| 5Y | +145.3% | +19.4% | +125.8% | +114.3% |
| 10Y | +1,857.3% | +112.0% | +1,745.3% | +965.6% |
| All | +275.3% | +629.5% | -354.2% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling