-17.3%
UMH vs SPY
+82.3%
-99.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.7% |
| 7D | -2.8% | -0.8% | -2.0% | -2.3% |
| 30D | -3.5% | -1.1% | -2.4% | -2.8% |
| 3M | +3.4% | +3.9% | -0.5% | +0.7% |
| 6M | +8.4% | +13.6% | -5.2% | -0.9% |
| YTD | +1.7% | +12.7% | -10.9% | -6.5% |
| 1Y | +7.7% | +17.5% | -9.8% | -4.1% |
| 3Y | +24.1% | +76.9% | -52.8% | -21.1% |
| All | -17.3% | +82.3% | -99.6% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling