+114.8%
UMH vs SPY
+322.5%
-207.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.9% |
| 7D | -2.8% | -0.8% | -2.0% | -2.1% |
| 30D | -3.5% | -1.1% | -2.4% | -2.6% |
| 3M | +3.4% | +3.9% | -0.5% | -0.2% |
| 6M | +8.4% | +13.6% | -5.2% | -3.5% |
| YTD | +1.7% | +12.7% | -10.9% | -8.9% |
| 1Y | +7.7% | +17.5% | -9.8% | -7.3% |
| 3Y | +24.1% | +76.9% | -52.8% | -28.4% |
| 5Y | -17.1% | +83.6% | -100.6% | -54.3% |
| All | +114.8% | +322.5% | -207.7% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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